Master students with a specialization in Computational Stochastics start with the course on
- Stochastic Differential Equations
which is followed by special courses like Introduction to Stochastic Partial Differential Equations, Numerics of Stochastic Processes or High-dimensional Integration.
Master students are encouraged to also take courses from nearby mathematical areas like
- Stochastic Analysis
- Image Analysis
- Approximation Theory
- Financial Mathematics
- Theory and Numerics of PDEs
Typically, the topics of Master theses are closely related to ongoing research projects of the Computational Stochastics group.