Stochastic Processes
Course code
MLF7125.LT
old course code
MLF7125
Course title in Estonian
Stohhastilised protsessid
Course title in English
Stochastic Processes
ECTS credits
6.0
Assessment form
Examination
lecturer of 2023/2024 Spring semester
Not opened for teaching. Click the study programme link below to see the nominal division schedule.
lecturer of 2024/2025 Autumn semester
Not opened for teaching. Click the study programme link below to see the nominal division schedule.
Course aims
Advanced knowledge of the theoretical basics of stochastic processes and their applications.
Brief description of the course
Concepts of probability theory. Markov processes. Continuous and discrete stochastic processes. Master equation and Fokker-Planck equation. Phase transitions and stability of systems. Brownian motion. Stochastic Differential Equations. Applications of stochastic processes in physics, chemistry and biology.
Learning outcomes in the course
Upon completing the course the student:
- understands of stochastic processes in nature and society and their mathematical theory;
- has ability to use stochastic processes mathematical apparatus to analyze various problems in the natural sciences;
- has skills associated with stochastic processes of everyday phenomena.
- understands of stochastic processes in nature and society and their mathematical theory;
- has ability to use stochastic processes mathematical apparatus to analyze various problems in the natural sciences;
- has skills associated with stochastic processes of everyday phenomena.
Teacher
prof Romi Mankin
Prerequisite course 1
The course is a prerequisite
Study programmes containing that course