Covers Girsanov's Theorem, absolutely continuous measures, and numerical simulation of Stochastic Differential Equations (SDEs) with applications in finance.
Introduces the Time-Frequency Discretization for processing digital signals and covers the quality of discrete approximation and main properties of TFD.
Explores the weak formulation and Galerkin method in Finite Element Method applications, including boundary conditions and linear systems of equations.
Covers the fundamentals of numerical flow simulation, emphasizing the importance of understanding the methodology and practicing simulation techniques to run full simulations autonomously.
