Stochastic Processes
About
The course gives an advanced treatment of the theory of stochastic processes based on probability theory and mathematical analysis. Hence there is a certain focus on proofs and rigour, instead of reasoning and learning by means of applications and examples. As well as being suitable for students with a more theoretical interest, the course is suitable for gaining deepened knowledge of stochastic processes for applied students with a background from one of the courses MSG800 Basic Stochastic Processes, MSG860 Basic Stochastic Processes F. Knowledge of integration theory (MMA110) is recommended.
The course is given every other year, in the spring semester in even-numbered years.
Prerequisites and selection
Entry requirements
Admission to the course requires knowledge corresponding to the course MSG110 (Probability theory) as well as knowledge corresponding to at least one of the courses MVE140/MSA150 (Foundations of probability theory), TMS110/MSG300 (Markov theory), MSG800/MVE172 (Basic stochastic processes), or MVE135 (Random processes with applications).
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.
