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
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 2025/2026The 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 |
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Modules | Credits | TAF | SSD |
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Modules | Credits | TAF | SSD |
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three course to be chosen among the following
A course to be chosen among the following
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 (2014/2015)
Teaching code
4S001444
Academic staff
Coordinator
Credits
6
Language
English
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.