- Lecturer: Christoph Reisinger
Course Term: Michaelmas
Course Lecture Information: 16 lectures
Course Overview:
This course will be an introduction to simulation methods for a wide range of stochastic models.
The emphasis is on the construction of the numerical approximations with a limited discussion of their accuracy and computational cost, and almost no stochastic numerical analysis.
The emphasis is on the construction of the numerical approximations with a limited discussion of their accuracy and computational cost, and almost no stochastic numerical analysis.