Stochastic Processes and Simulation I

Education facts

Code: MT4002

A stochastic process means a function that develops itself over time in a partially random way, like, for example, the weather, the price of a share or the amount of waiting patients at a doctor's. We will study some important mathematical models for such functions, using both the probability theory, and computer simulations.

Entry requirements

Prerequisites for the course is a course equivalent Probability Theory I, FC, 7.5 hp.

Education offerings

Each offering has its own dates and conditions. Closed offerings are retained as history and do not mean that a new application is open.

• Stochastic Processes and Simulation I

  Stockholm University

  Start date: 19 January 2026

  End date: 22 March 2026

  Pace of study: 50 %