262-6140-00L  Random Processes: Theory and Applications from Physics to Finance (University of Basel)

SemesterAutumn Semester 2023
Lecturersexternal organisers
Periodicityyearly recurring course
Language of instructionEnglish
CommentThe course must be registered for directly at Uni Basel.
Uni Basel course number: 19300-01

Mind the enrolment deadlines at Uni Basel: Link


AbstractBasics of probability theory; Random processes: General concepts; Markov processes: Master equation, Fokker-Planck equation, stochastic differential equations; Mathematical finance
Learning objectiveBasics of the theory of stochastic processes and an overview of selected applications