COURSES TAUGHT AT IMM:
- Stochastic processes
- To learn to formulate and analyse relatively simple dynamic probabilistic models. (Especially) To be acquainted with some models of this type which have proved practically usable.
- Stochastic simulation
Numerical simulation is used for solving problems which are so complex that a theoretical model of the system cannot be solved by analytical methods. The goal is to enable the student to formulate a model of a real-life problem, implement and validate this model on a computer, and perform experiments with the computer model. Emphasis is put upon models involving stochastic elements, which are simulated by so-called Monte Carlo methods.