Markov Processes
Course, Master's level, 1MS012
Spring 2024 Spring 2024, Uppsala, 67%, On-campus, English
- Location
- Uppsala
- Pace of study
- 67%
- Teaching form
- On-campus
- Instructional time
- Daytime
- Study period
- 15 January 2024–17 March 2024
- Language of instruction
- English
- Entry requirements
-
120 credits. Probability Theory I. Proficiency in English equivalent to the Swedish upper secondary course English 6.
- Selection
-
Higher education credits in science and engineering (maximum 240 credits)
- Fees
-
If you are not a citizen of a European Union (EU) or European Economic Area (EEA) country, or Switzerland, you are required to pay application and tuition fees.
- Application fee: SEK 900
- First tuition fee instalment: SEK 24,167
- Total tuition fee: SEK 24,167
- Application deadline
- 16 October 2023
- Application code
- UU-60513
Admitted or on the waiting list?
- Registration period
- 1 January 2024–28 January 2024
- Information on registration
Spring 2024 Spring 2024, Uppsala, 67%, On-campus, English For exchange students
- Location
- Uppsala
- Pace of study
- 67%
- Teaching form
- On-campus
- Instructional time
- Daytime
- Study period
- 15 January 2024–17 March 2024
- Language of instruction
- English
- Entry requirements
-
120 credits. Probability Theory I. Proficiency in English equivalent to the Swedish upper secondary course English 6.
Admitted or on the waiting list?
- Registration period
- 1 January 2024–28 January 2024
- Information on registration
Spring 2025 Spring 2025, Uppsala, 67%, On-campus, English
- Location
- Uppsala
- Pace of study
- 67%
- Teaching form
- On-campus
- Instructional time
- Daytime
- Study period
- 20 January 2025–23 March 2025
- Language of instruction
- English
- Entry requirements
-
120 credits. Probability Theory I. Proficiency in English equivalent to the Swedish upper secondary course English 6.
- Selection
-
Higher education credits in science and engineering (maximum 240 credits)
- Fees
-
If you are not a citizen of a European Union (EU) or European Economic Area (EEA) country, or Switzerland, you are required to pay application and tuition fees.
- Application fee: SEK 900
- First tuition fee instalment: SEK 24,167
- Total tuition fee: SEK 24,167
- Application deadline
- 15 October 2024
- Application code
- UU-60513
Admitted or on the waiting list?
- Registration period
- 6 January 2025–2 February 2025
- Information on registration
Spring 2025 Spring 2025, Uppsala, 67%, On-campus, English For exchange students
- Location
- Uppsala
- Pace of study
- 67%
- Teaching form
- On-campus
- Instructional time
- Daytime
- Study period
- 20 January 2025–23 March 2025
- Language of instruction
- English
- Entry requirements
-
120 credits. Probability Theory I. Proficiency in English equivalent to the Swedish upper secondary course English 6.
Admitted or on the waiting list?
- Registration period
- 6 January 2025–2 February 2025
- Information on registration
About the course
The Markov property. Chapman-Kolmogorov's relation, classification of Markov processes, transition probability. Transition intensity, forward and backward equations. Stationary and asymptotic distribution. Convergence of Markov chains. Birth-death processes. Absorption probabilities, absorption time. Brownian motion and diffusion. Geometric Brownian motion. Generalised Markov models. Applications of Markov chains.
Syllabus
- Syllabus valid from Autumn 2023
- Syllabus valid from Autumn 2022, version 2
- Syllabus valid from Autumn 2022, version 1
- Syllabus valid from Spring 2019
- Syllabus valid from Autumn 2015
- Syllabus valid from Autumn 2013
- Syllabus valid from Autumn 2009
- Syllabus valid from Autumn 2008, version 3
- Syllabus valid from Autumn 2008, version 2
- Syllabus valid from Autumn 2008, version 1
- Syllabus valid from Autumn 2007, version 2
- Syllabus valid from Autumn 2007, version 1
Reading list
- Reading list valid from Autumn 2023
- Reading list valid from Autumn 2022
- Reading list valid from Spring 2022
- Reading list valid from Spring 2019
- Reading list valid from Autumn 2015
- Reading list valid from Autumn 2013
- Reading list valid from Autumn 2009
- Reading list valid from Spring 2009, version 2
- Reading list valid from Spring 2009, version 1
- Reading list valid from Autumn 2008
- Reading list valid from Autumn 2007
Contact
- Study counselling
- studievagledare@math.uu.se
- +46 18 471 32 03, +46 18 471 32 00