STK2130 - Modelling by Stochastic Processes
Schedule, syllabus and examination date
Definition and examples of stochastic processes. Markov processes with finite and countable state space in discrete and continuous time.
The course gives the background for simple analytical derivation and numerical calculations for stochastic processes in discrete and continuous time.
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.
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
- 10 credits overlap with STK1130 - Modelling by stochastic processes (continued)
- 9 credits overlap with ST104
- 6 credits overlap with ST104A
9 credits with ST114.
*The information about overlaps is not complete. Contact the department for more information if necessary.
3 hours of lectures, 2 hours of lexercises/datalab in groups under guidance and 1 hour of topics examined in plenum.
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.
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.
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.
The course is subject to continuous evaluation. At regular intervals we also ask students to participate in a more comprehensive evaluation.