The course gives a solid basic knowledge of stochastic processes, intended to be sufficient for applications
on undergraduate and masters levels in engineering and natural sciences, as well as for selected applications on graduate level. The purpose is to give an applied treatment of stochastic processes, in part by means of applications and examples. The following topics are included:
elements of time series with random walks.,
Brownian motion and elements of diffusions,
Gaussian processes,
stationarity and weak stationarity,
elements of continuous time Markov chains and queues,
elements of filtering and forecasting.
The course is
- given in the second half of autumn
- jointly with Chalmers MVE170
Course information 2019
Course information 2018
Course information 2017
Course information 2016
Course information 2015
Course information 2014
Course information 2013
Course information 2012
Course information 2011
Course information 2010
Course information 2009
- Course coordinator: Rossitza Dodunekova
- Schedule
Course information 2008
- Course coordinator: Rossitza Dodunekova
- Schedule
Course information 2007
- Course coordinator: Rossitza Dodunekova
- Schedule