Master students with a specialization in Computational Stochastics start with the course on
- Stochastic Differential Equations
- High-dimensional Integration
which is followed by special courses like Introduction to Stochastic Partial Differential Equations or Numerics of Stochastic Processes.
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.