Stochastic Processes - Not offered in AY 2022-23

Course Level: 
Bachelor's
Campus: 
Vienna
Course Open to: 
Students on-site
Term: 
Winter
US Credits: 
2
ECTS Credits: 
4
Course Description: 

The purpose of this course is to introduce students to the theory of stochastic processes, including Markov chains, random walk, Brownian motion and diffusion, the Langevin and Fokker-Planck equations, and first passage problems.

Learning Outcomes: 

Upon completion students will possess the mathematical tools to model stochastic processes in range of fields, including statistical physics, biophysics, complex systems, econophysics, social physics, chemistry, molecular biology, ecology, etc.

Assessment: 

Homework (10%), Mid-term (40%), Final (50%)