Syllabus:
Stochastic Differential Equations, 7.5 credits
The course is discontinued
Swedish name:
Stokastiska differentialekvationer
This syllabus is valid:
2007-09-03
valid to
2010-09-05
(newer version of the syllabus exists)
Syllabus for courses starting before 2010-09-05
Course code:
5MA042
Credit points:
7.5
Education level:
Second cycle
Main Field of Study and progress level:
Mathematics: Second cycle, has only first-cycle course/s as entry requirements
Computational Science and Engineering: Second cycle, has only first-cycle course/s as entry requirements
Computational Science and Engineering: Second cycle, has only first-cycle course/s as entry requirements
Grading scale:
Pass with distinction, Pass, Fail
Responsible department:
Department of Mathematics and Mathematical Statistics
Required Knowledge
Univ: Courses in Linear Algebra, Statistics for Engineers , Differential Equations and Calculus in Several Variables English proficiency equivalent to IELTS Academic Training minimum score 5.0 with no individual score below 4.5 (Tests taken before January 2005 not admissible or TOEFL minimum score 500 on paper based test and not below 4.0 on the TWE, Alternatively 173 on computer based test with iBT61 is also required as well as basic entrance requirements for higher studies in Swedish language proficiency if the course in taught in Swedish.
Literature
The literature list is not available through the web. Please contact the faculty.