262-6140-00L Random Processes: Theory and Applications from Physics to Finance (University of Basel)
Semester | Autumn Semester 2023 |
Lecturers | external organisers |
Periodicity | yearly recurring course |
Language of instruction | English |
Comment | The course must be registered for directly at Uni Basel. Uni Basel course number: 19300-01 Mind the enrolment deadlines at Uni Basel: Link |
Abstract | Basics of probability theory; Random processes: General concepts; Markov processes: Master equation, Fokker-Planck equation, stochastic differential equations; Mathematical finance |
Learning objective | Basics of the theory of stochastic processes and an overview of selected applications |