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Mathematical signs and patterns
Photo: /Konstnär: Per Petersson
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Basic Stochastic Processes

Course
MSG800
Bachelor’s level
7,5 credits (ECTS)

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

Undergraduate experience of probability theory, such as an undergraduate course in mathematical statistics. Students with a good mathematical background might not need a probability background.

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