STK2130 - Modelling by Stochastic Processes

Schedule, syllabus and examination date

Choose semester

Course content

Definition and examples of stochastic processes. Markov processes with finite and countable state space in discrete and continuous time.

Learning outcome

The course gives the background for simple analytical derivation and numerical calculations for stochastic processes in discrete and continuous time.

Admission

Students who are admitted to study programmes at UiO must each semester register which courses and exams they wish to sign up for in Studentweb.

If you are not already enrolled as a student at UiO, please see our information about admission requirements and procedures.

Prerequisites

Formal prerequisite knowledge

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 (in Norwegian).

Recommended previous knowledge

STK1100 - Probability and statistical modelling, MAT1100 - Calculus, MAT1110 - Calculus and linear algebra and MAT1120 - Linear algebra.

Overlapping courses

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.

Examination

One compulsory assignment needs 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.

Rules for compulsory assignments at the Department of Mathematics.

Examination support material

Permitted aids at the exam: Approved calculator and formula lists for STK1100/ STK1110.
Information about approved calculators (Norwegian only)

Language of examination

Subjects taught in English will only offer the exam paper in English.

You may write your examination paper in Norwegian, Swedish, Danish or English.

Grading scale

Grades are awarded on a scale from A to F, where A is the best grade and F is a fail. Read more about the grading system.

Explanations and appeals

Resit an examination

This course offers both postponed and resit of examination. Read more:

Withdrawal from an examination

If you wish to withdraw from the exam you must do so in Studentweb at least two weeks prior to the deadline. Failure to do so will be counted as one of the three opportunities to sit the exam.

Special examination arrangements

Application form, deadline and requirements for special examination arrangements.

Evaluation

The course is subject to continuous evaluation. At regular intervals we also ask students to participate in a more comprehensive evaluation.

Facts about this course

Credits

10

Level

Bachelor

Teaching

Every spring

Examination

Every spring

Teaching language

Norwegian (English on request)