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Overview

As for MATH3801 but in greater depth:Introduction to stochastic processes, that is, processes that evolve over time such as price fluctuations of a stock. The course emphasises theory and applications, and covers discrete- and continuous-time Markov chains, Poisson processes and Brownian motion.

Conditions for Enrolment

Prerequisite: MATH2901 or MATH2801(DN) and MATH2501 or MATH2601 and MATH2011 or MATH2111 or MATH2510 or MATH2610.

Course Outline

To access course outline please visit below link (Please note that access to UNSW Canberra course outlines requires VPN):
MATH3901 Course Outline

Fees

TypeAmount
Commonwealth Supported Students (if applicable)$1170
Domestic Students$5760
International Students$5760

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Commonwealth Supported Students:

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Where a Commonwealth Supported fee is displayed it does not guarantee that such places are available.

Pre-2019 Handbook Editions

Access past handbook editions (2018 and prior)
Pre-2019 Handbook Editions