Please note that the following information is intended for students and therefore might only be available in German.
Winter term 2018 / 2019
Thesis topics
Master theses
- Unbiased multilevel Monte Carlo
- Multilevel Monte Carlo squared
- Weak approximations of SDEs
- Numerical methods for hyperbolic SPDEs
- Multilevel Monte Carlo methods for various applications
Bachelor theses
- Strong error of SDEs
- Multilevel Monte Carlo methods
- Stochastic heat equation
- Multilevel Monte Carlo methods for various applications
Prof. Dr.