MATHS 787 - Special Topic: Inverse Problems and Stochastic Differential Equations
Faculty
Science
Department
Mathematics
Points:
15
Available Semesters:
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Description: Covers deterministic inverse problems: Hilbert spaces and linear operator theory, singular value decomposition and pseudoinverses, Tikhonov regularisation, nonlinear problems and iterative methods, continuous time processes, stochastic differential equations, random walks and Wiener processes, Itô calculus, and applications of SDE's.
Prerequisites / Restrictions
Prerequisite: B- or higher in MATHS 340 and 361 Restriction: MATHS 769, 766
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