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MATHS 767

: Inverse Problems and Stochastic Differential Equations
2025 Semester One (1253)
Covers stochastic differential equations and inverse problems, including: continuous time processes, random walks and Wiener processes, Itō calculus, and applications of SDEs, Hilbert spaces and linear operator theory, singular value decomposition and pseudoinverses, Tikhonov regularisation, nonlinear problems and iterative methods.
Subject: Mathematics
Prerequisite: B- or higher in MATHS 340 and 361
Restriction: MATHS 766, 769, 787