Markov Processes
Course, Master's level, 1MS012
Expand the information below to show details on how to apply and entry requirements.
Spring 2026
Spring 2026,
Uppsala, 67%, On-campus, English
Only available as part of a programme
- Location
- Uppsala
- Pace of study
- 67%
- Teaching form
- On-campus
- Instructional time
- Daytime
- Study period
- 19 January 2026–22 March 2026
- Language of instruction
- English
- Entry requirements
-
120 credits. Probability Theory I. Proficiency in English equivalent to the Swedish upper secondary course English 6.
- Application deadline
- 15 October 2025
- Application code
- UU-60513
Admitted or on the waiting list?
- Registration period
- 5 January 2026–1 February 2026
- Information on registration from the department
Spring 2026
Spring 2026,
Uppsala, 67%, On-campus, English
For exchange students
- Location
- Uppsala
- Pace of study
- 67%
- Teaching form
- On-campus
- Instructional time
- Daytime
- Study period
- 19 January 2026–22 March 2026
- 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
- 5 January 2026–1 February 2026
- Information on registration from the department
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