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MATHS 787

: Special Topic: Inverse Problems and Stochastic Differential Equations
2022 Semester One (1223)
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.
Subject: Mathematics
Prerequisite: B- or higher in MATHS 340 and 361
Restriction: MATHS 769, 766