Course Catalog 2012-2013
International

Basic Pori International Postgraduate Open University

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Course Catalog 2012-2013

MAT-55216 Topics in applied mathematics, 3 cr
Topics in applied mathematics
MAT-55216 2012-01

Lessons

Study type P1 P2 P3 P4 Summer Lecture times and places
Lectures
Excercises
Assignment



 
 10 h/per
 4 h/per
 15 h/per



 



 



 
Thursday 13 - 16, Td308


Description:

Applied Stochastic Differential Equations (3 credits) An introduction to the theory, applications and numerical methods for SDEs. After the course the student should be able to formulate a simple SDE model for an application, analyse its properties, and solve it numerically using appropriate methods. Prerequisites knowledge: multivariate differential and integral calculus, matrix analysis, basic probability, Matlab/Octave.

Person responsible:

Robert Piche

Assessment scale:

Numerical evaluation scale (1-5) will be used on the course