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

SemesterAutumn Semester 2016
LecturersC. Schwab
Periodicitynon-recurring course
Language of instructionEnglish
CommentNumber of participants limited to 6.

AbstractIntroduction and current research topics in the theory and implementation of Monte Carlo and quasi-Monte Carlo methods and applications.
Prerequisites / NoticePrerequisites:
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.