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Higher Probability and Stochastic Processes - MATH3901
Science students

 
Faculty: Faculty of Science
 
 
School:  School of Mathematics and Statistics
 
 
Course Outline: http://www.maths.unsw.edu.au/
 
 
Campus: Kensington Campus
 
 
Career: Undergraduate
 
 
Units of Credit: 6
 
 
EFTSL: 0.12500 (more info)
 
 
Indicative Contact Hours per Week: 4
 
 
Enrolment Requirements:
 
 
Prerequisite: MATH2901 or MATH2801(DN) and MATH2501 or MATH2601 and MATH2011 or MATH2111 or MATH2510 or MATH2610.
 
 
Excluded: MATH3801
 
 
CSS Contribution Charge:Band 5 (more info)
 
 
Tuition Fee:See Tuition Fee Schedule
 
 
Further Information: See Class Timetable
 
 

Description

As for MATH3801 but in greater depth:
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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© The University of New South Wales (CRICOS Provider No.: 00098G), 2004-2011. 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.