Course

Higher Probability and Stochastic Processes - MATH3901

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: 2 (more info)

Tuition Fee: See Tuition Fee Schedule

Further Information: See Class Timetable

View course information for previous years.

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.
Science students

Study Levels

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