This course is no longer available, see the current course list.
STK1130 - Modelling by stochastic processes
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Course content
Definition and examples of stochastic processes. Markov processes with finite and countable state space in discrete and continuous time.
Learning outcomes
The course gives the background for simple analytical derivation and numerical calculations for stochastic processes in discrete and continuous time.
Admission
Students at UiO must apply for courses in StudentWeb.
International applicants, if you are not already enrolled as a student at UiO, please see our information about admission requirements and procedures for international applicants.
Prerequisites
Formal prerequisites
In addition to fulfilling the Higher Education Entrance Qualification, applicants have to meet the following special admission requirements:
One of these:
- Mathematics R1
- Mathematics (S1+S2)
And and in addition one of these:
- Mathematics (R1+R2)
- Physics (1+2)
- Chemistry (1+2)
- Biology (1+2)
- Information technology (1+2)
- Geosciences (1+2)
- Technology and theories of research (1+2)
The special admission requirements may also be covered by equivalent studies from Norwegian upper secondary school or by other equivalent studies. Read more about special admission requirements.
Recommended prior knowledge
STK1100 - Probability and statistical modelling, MAT1100 - Calculus, MAT1110 - Calculus and linear algebra, MAT1120 - Linear algebra
Overlap
9 credits with ST114.
*The information about overlaps is not complete. Contact the department for more information if necessary.
Teaching
3 hours of lectures, 2 hours of lexercises/datalab in groups under guidance and 1 hour of topics examined in plenum.
Exam information
One compulsory assignments need to be passed within given deadlines to be allowed to take the final exam. Final mark based on written examination at the end of the semester. Letter grading (A-F).
Rules for compulsory assignments at the mathematical institute (norwegian only)
Exam resources
Permitted aids at the exam: Approved calculator and formula lists for STK1100/ STK1110.
Information about approved calculators (Norwegian only)
Language of examination
Students may, on subjects where the language of instruction is Norwegian and the examination form is written exam, ask for the exam paper in Bokmål, Nynorsk or English. Closing date for registering the chosen examination language is September 1st for the fall semester and February 1st for the spring semester.
Please view the web page of the Faculty of Mathematics and Natural Sciences on how to proceed
Subjects where the language of instruction is English will offer the exam paper in English only.
This rule also applies for subjects where the exam form is dependent on the number of students
and written exam is chosen by the teaching staff.
Possibility of make-up exams and re-takes
This subject offers new examination in the beginning of the subsequent term for candidates who withdraw during an ordinary examination or fail an ordinary examination. Deferred examinations for students who due to illness or other valid reason of absence were unable to sit for their final exams will be arranged at the same time. (These valid reasons has to be documented within given deadlines.)
For general information about new and deferred examination, see
http://www.mn.uio.no/studier/admin/eksamen/utsatt-og-ny-eksamen/index.html
Contact us
Department of Mathematics
Visiting address:
Niels Henrik Abel's building, Moltke Moes vei
Visiting hours:
Monday-friday 09:00-14:30
Postal address:
P.O.box 1053, Blindern
NO-0316 Oslo
Fax: +47 22 85 43 49
E-mail: studieinfo@math.uio.no
Web: http://www.mn.uio.no/math/english/