Overview

This is a Postgraduate level course in Stochastic Processes for students in Mathematics and Statistics. The theory of stochastic processes deals with phenomena evolving randomly in time and/or space, such as prices on financial markets, air temperature or wind velocity, spread of diseases, number of hospital admissions in certain area, … For more content click the Read More button below.

Conditions for Enrolment

Enrolment in program 5659 or 8161 or 8719 or 8750 or 7659

Additional Enrolment Constraints

Pre-requisites: 24 units of level III mathematics (including 6 units in MATH3801 Probability and Stochastic Processes or MATH3901 Higher Probability and Stochastic Processes or an equivalent course) or a degree in a numerate discipline or permission of the Course Authority. 

Delivery

Multimodal - Standard (usually weekly or fortnightly)

Fees

Pre-2019 Handbook Editions

Access past handbook editions (2018 and prior)