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Course

Probability and Stochastic Processes - MATH3801

Faculty: Faculty of Science

School: School of Mathematics and Statistics

Course Outline: http://www.maths.unsw.edu.au/

Campus: Sydney

Career: Undergraduate

Units of Credit: 6

EFTSL: 0.12500 (more info)

Indicative Contact Hours per Week: 4

Enrolment Requirements:

Prerequisite: MATH2501 or MATH2601 and MATH2011 or MATH2111 or MATH2510 or MATH2610 and MATH2801 or MATH2901.

Excluded: MATH3901

CSS Contribution Charge: 2 (more info)

Tuition Fee: See Tuition Fee Schedule

Further Information: See Class Timetable

View course information for previous years.

Description

Introduction to stochastic processes, that is, processes that evolve over time such as price fluctuations of a stock. The course emphasises theory and applications, and covers discrete- and continuous-time Markov chains, Poisson processes and Brownian motion.

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© UNSW Australia (CRICOS Provider No.: 00098G), 2004-2014. The information contained in this Handbook is indicative only. While every effort is made to keep this information up-to-date, the University reserves the right to discontinue or vary arrangements, programs and courses at any time without notice and at its discretion. While the University will try to avoid or minimise any inconvenience, changes may also be made to programs, courses and staff after enrolment. The University may also set limits on the number of students in a course.

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