STK2130 – Modelling by Stochastic Processes
Schedule, syllabus and examination date
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.
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.
Admission to the course
Students at UiO register for courses and exams in Studentweb.
Special admission requirements
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
Recommended previous knowledge
- 10 credits overlap with STK1130 – Modelling by stochastic processes (continued).
- 9 credits overlap with ST114.
- 9 credits overlap with ST104.
- 6 credits overlap with ST104A.
3 hours lectures and 2 hours exercise sessions every week of the semester.
Final written examination.
Examination support material
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.
Resit an examination
This course offers both postponed and resit of examination. Read more: