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University of Gothenburg
Stochastic Processes
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 theoretic…
- Higher education
- Information unavailable
- 23 March 2026
- GÖTEBORG
- Information unavailable
- 50 %
Overview
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. What is a stochastic process? Distribution theory. Time series with random walks. Brownian motion and diffusions. Elements of Levy processes. Gaussian processes. Stationarity and weak stationarity. Continuous time Markov chains. Elements of Queues. Self-similar processes. Elements of filtering and forecasting. Elements of simulation and numerical methods.
Admission scores
Entry requirements
An undergraduate course in mathematical statistics or a strong mathematical background.
The text is reproduced from the Susa source. Antagningsdata does not map GY11 and GY25 or assess personal eligibility.
Source, measure and data quality
- Source
- Skolverket Susa-navet
- Period
- 2026-03-23
- Measure
- Entry-requirement text reproduced from the published Susa data; no personal eligibility assessment is made.
- Population
- Education offering e.uoh.gu.msf200.17001.20261
- Last checked
- 2026-09-23T10:36:59.285029+00:00
- Limitation
- Antagningsdata does not map GY11 and GY25. General and specific conditions are not separated without structured source data.
Programme content
Study structure
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- Programme or course starts
- Programme or course ends
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About the provider
Sources and data quality
Education facts for the selected offering come from Skolverket Susa-navet.
Retrieved . Published . Times are shown in Swedish local time.
Source identity and publication version
- Publication version
- 8e217193-f5fa-4778-b085-a4521fd03e8d
- Education identity in the source
- i.uoh.gu.msf200.17001.20261
- Offering identity in the source
- e.uoh.gu.msf200.17001.20261
- Education-form source code
- HS
- Education code in the source
- MSF200
- Change time according to the source
- 2026-03-26T07:18:37
The provider, education and education offering are separate identities. Application information should be checked on the official website. Supplementary statistics have not been obtained from this source.