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Photo: /Konstnär: Per Petersson
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Basic Stochastic Processes

Course
MSG800
Bachelor’s level
7,5 credits (ECTS)
Study pace
50%
Time
Day
Location
Göteborg
Study form
Campus
Language
English
Duration
-
Application open
-
Application code
GU-11707
Tuition
Full education cost: 15 125 SEK
First payment: 15 125 SEK

No fees are charged for EU and EEA citizens, Swedish residence permit holders and exchange students.

More information about tuition fees

Application closed, late application opens 16 July 2021.

About

The course gives a solid basic knowledge of stochastic processes, intended to be sufficient for applications on undergraduate and masters levels in engineering and natural sciences, as well as for selected applications on graduate level. The purpose is to give an applied treatment of stochastic processes, in part by means of applications and examples. The following topics are included:

    elements of time series with random walks.,
    Brownian motion and elements of diffusions,
    Gaussian processes,
    stationarity and weak stationarity,
    elements of continuous time Markov chains and queues,
    elements of filtering and forecasting.

Prerequisites and selection

Requirements

Knowledge corresponding to the courses MMG200 Mathematics 1, MMG300 Multivariable Analysis, and MSG110 Probability theory.

Selection

All eligible applicants who have applied before the deadline will be granted a place.

Facilities

Mathematical
Sciences is a joint department of Chalmers/University of Gothenburg. Your
education takes place in the spacious and bright premises of Mathematical
Sciences at the Chalmers campus Johanneberg, where there are lecture halls,
computer rooms and group rooms. Here you can also find student lunch room and
reading room, as well as student counsellors and student office.

Maps for
Campus Johanneberg