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
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One course chosen from the following
One course chosen from the following
2° Year activated in the A.Y. 2013/2014
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One course chosen from the following
One course chosen from the following
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One course chosen from the following
One course chosen from those that will be activated from 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 (seminar course) (2012/2013)
Teaching code
4S001113
Teacher
Coordinator
Credits
6
Also offered in courses:
- Stochastic differential equations of the course Master's degree in Mathematics
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.
The course is preparatory to Mathematical finance.
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