Computational Stochastics Group


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.

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