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.

This information is intended exclusively for students already enrolled in this course.
If you are a new student interested in enrolling, you can find information about the course of study on the course page:

Laurea magistrale in Mathematics - Enrollment from 2025/2026

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:

2° Year   activated in the A.Y. 2015/2016

ModulesCreditsTAFSSD
6
B
MAT/05
activated in the A.Y. 2015/2016
ModulesCreditsTAFSSD
6
B
MAT/05
Modules Credits TAF SSD
Between the years: 1°- 2°
A course to be chosen among the following
Between the years: 1°- 2°
Between the years: 1°- 2°
Other activitites
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

4S001444

Credits

6

Language

English en

Scientific Disciplinary Sector (SSD)

MAT/06 - PROBABILITY AND STATISTICS

Period

II sem. dal Mar 2, 2015 al Jun 12, 2015.

Learning outcomes

In this course we will introduce the audience to the basic elements of Ito stochastic calculus and stochastic differential equation with application to stochastic control theory and extension to infinite dimensional cases.

Program

Stochastic processes and martingales,Brownian motion, Ito integral, Ito formula, Stochastic differential equations: existence and uniqueness of solutions, application to stochastic control, stochastic integral in infinite dimension,stochastic linear diffusion equation,stochastic reaction diffusion equation,stochastic porous media equation.

Examination Methods

Oral test.

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