STK2130 – Modelling by Stochastic Processes

Schedule, syllabus and examination date

Choose semester

Course content

The concept stochastic process is introduced. Markov processes in discrete and continuous time with discrete and continuous state space are defined and several examples using stochastic processes for model building are given. 

Learning outcome

After completing the course you will:

  • understand what a stochastic process is and be familiar with some of the most common techniques for analyzing such processes;
  • know the basic properties of Markov chains in discrete time such as periodicity, recurrence, transcience and null-recurrence;
  • have seen some applications of Markov chains in discrete time;
  • be familiar with Poisson processes and understand the relation to the exponential distribution;
  • have been introduced to some of the most basic discrete Markov chains indexed by continuous time;
  • understand what a Brownian motion is and have seen some examples of the use of such processes.


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:

  • Mathematics R1 (or Mathematics S1 and S2) + R2

And in addition one of these:

  • 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 (in Norwegian).

Recommended previous knowledge

STK1100 – Probability and Statistical Modelling, MAT1100 – Calculus, MAT1110 – Calculus and Linear Algebra and MAT1120 – Linear algebra.

Overlapping courses

*The information about overlaps for discontinued courses may not be complete. If you have questions, please contact the Department. 


3 hours of lectures, 2 hours of exercises/datalab in groups under guidance and 1 hour of topics examined in plenum.

The number of groups offered can be adjusted during the semester, depending on attendance.



1 mandatory assignment.

Final written examination.

Examination support material

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

It is possible to take the exam up to 3 times. If you withdraw from the exam after the deadline or during the exam, this will be counted as an examination attempt.

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.

Facts about this course






Every spring


Every spring

Teaching language

Norwegian (English on request)