Studying at the University of Verona

Here you can find information on the organisational aspects of the Programme, lecture timetables, learning activities and useful contact details for your time at the University, from enrolment to graduation.

The Study Plan includes all modules, teaching and learning activities that each student will need to undertake during their time at the University.
Please select your Study Plan based on your enrollment year.

CURRICULUM TIPO:

1° Year 

ModulesCreditsTAFSSD
Insegnamenti offerti ad anni alterni
Insegnamenti offerti ad anni alterni
ModulesCreditsTAFSSD
Insegnamenti offerti ad anni alterni
Insegnamenti offerti ad anni alterni
Modules Credits TAF SSD
Between the years: 1°- 2°
Between the years: 1°- 2°
Ulteriori competenze
4
F
-

Legend | Type of training activity (TTA)

TAF (Type of Educational Activity) All courses and activities are classified into different types of educational activities, indicated by a letter.




S Placements in companies, public or private institutions and professional associations

Teaching code

4S000962

Credits

6

Language

Italian

Scientific Disciplinary Sector (SSD)

MAT/06 - PROBABILITY AND STATISTICS

Period

II semestre, I semestre

Learning outcomes

Scope of this course is to introduce the theory of Stochastic Differential Equations in finite dimension and to give the basic tools for their numerical solution.

Program

Programme
a) Brownian Motion, Stochastic Integral, Ito formula, Strong and weak solutions to Stochastic Differential Equations.
b) Numerical methods for the numerical solutions of Stochastis Differential Equations: Euler method, Milstein correction and applications.

Prerequisites : a standard course in Probability Theory
and the knowledge of the basic elements of measure theory and integration.

Examination Methods

Oral

Students with disabilities or specific learning disorders (SLD), who intend to request the adaptation of the exam, must follow the instructions given HERE