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Numerical recipes for homework tasks I worked on during a math course on stochastic processes in WS24, mostly for computing various scale-error-relationships

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Full Course Name: Numerical Methods for Stochastic Differential Equations with Connections to Machine Learning

Work for homerwork sets 2, 3, 5 & 6.

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Numerical recipes for homework tasks I worked on during a math course on stochastic processes in WS24, mostly for computing various scale-error-relationships

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