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.
Study Plan
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.
1° Year
Modules | Credits | TAF | SSD |
---|
2° Year activated in the A.Y. 2011/2012
Modules | Credits | TAF | SSD |
---|
Due tra i seguenti insegnamenti
Modules | Credits | TAF | SSD |
---|
Modules | Credits | TAF | SSD |
---|
Due tra i seguenti insegnamenti
Modules | Credits | TAF | SSD |
---|
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.
Stochastic differential equations (2011/2012)
Teaching code
4S000962
Teacher
Coordinator
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