401-3640-66L  Monte Carlo and Quasi-Monte Carlo Methods: Mathematical and Numerical Analysis

SemesterHerbstsemester 2016
DozierendeC. Schwab
Periodizitäteinmalige Veranstaltung
KommentarMaximale Teilnehmerzahl: 6

KurzbeschreibungIntroduction and current research topics in the theory and implementation of Monte Carlo and quasi-Monte Carlo methods and applications.
Voraussetzungen / BesonderesPrerequisites:
Completed courses
Numerical Analysis of Elliptic/ Parabolic PDEs,
or Numerical Analysis of Hyperbolic PDEs,
or Numerical Analysis of Stochastic ODEs,
and FAI, Probability Theory I.