STK2130 - 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.
The examination in this course is not available for external candidates. Only students admitted to the course may sit for the examination.
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 and MAT1120 - Linear algebra.
Overlap
10 credits against STK1130 - Modelling by stochastic processes. 9 credits against ST104. 6 credits against ST104A.
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 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.
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 taught in 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 taught in 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.
Assessment and grading
Course grades are awarded on a descending scale using alphabetic grades from A to E for passes and F for fail. Read more about the grading system .
An external auditor regularly evaluates the academic quality of the course, including the form of exam used on the course.
Explanations and appeals
A student may appeal against an awarded grade and/or file a formal complaint about exam procedures
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
MN-facultys webpage about deferred and new examinations
You can usually resit an exam, but the conditions depend on whether you had a valid reason for absence from the regular exam. Read more about resitting an exam .
Withdrawing from exams and limits on re-takes
A student can sit for this exam up to 3 times. If a student wishes to withdraw from the exam, s/he must do this in StudentWeb at least two weeks prior to the first day of the exam. Failure to do so will be counted as one of the three opportunities to sit for the exam.
Exam options for students with special needs
Students may apply for access to alternative exam resources or exam forms on the basis of chronic illness and/or special needs that create a marked disadvantage to other students in the exam situation. Mothers who are breastfeeding may apply for extra time to complete the exam.
Evaluation of this course
Feedback from our students is essential to us in our efforts to ensure and further improve the high quality of our programmes and courses. As a student at the University of Oslo you will therefore be asked to participate in various types of evaluation of our courses, facilities and services. All courses are subject to continuous evaluation. At regular intervals we also ask students on a particular course to participate in a more comprehensive, in-depth evaluation of this course, a so called "periodic evaluation".
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/