For Bachelor students the recommendations for a specialization in Computational Stochastics and in Functional Analysis and Stochastic Analysis are nearly identical. In the 2nd and 3rd year students take the courses
- Stochastische Methoden
- Maß- und Integrationstheorie
- Einführung: Funktionalanalysis
- Monte Carlo Algorithms
- Probability Theory
- Functional Analysis
- Einführung in die Numerik
- Einführung: Gewöhnliche Differentialgleichungen
are recommended, too, for the 2nd year Bachelor studies. A schedule for Bachelor students can be found here.
In this way students are well prepared for a Bachelor thesis in Computational Stochastics with a focus on theory or on an application and for a subsequent Master program.