Stochastic Processes
10 credits
Course, Master's level, 1MS030
Expand the information below to show details on how to apply and entry requirements.
Spring 2026 Spring 2026, Uppsala, 33%, On-campus, English Only available as part of a programme
- Location
- Uppsala
- Pace of study
- 33%
- Teaching form
- On-campus
- Instructional time
- Daytime
- Study period
- 19 January 2026–7 June 2026
- Language of instruction
- English
- Entry requirements
-
120 credits including 90 credits in mathematics. Participation in Integration Theory and Probability Theory II. Proficiency in English equivalent to the Swedish upper secondary course English 6.
- Application deadline
- 15 October 2025
- Application code
- UU-60500
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, 33%, On-campus, English For exchange students
- Location
- Uppsala
- Pace of study
- 33%
- Teaching form
- On-campus
- Instructional time
- Daytime
- Study period
- 19 January 2026–7 June 2026
- Language of instruction
- English
- Entry requirements
-
120 credits including 90 credits in mathematics. Participation in Integration Theory and Probability Theory II. 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
Brownian motion, continuous-time martingales, Markov processes and their generators, diffusions, stochastic calculus and differential equations, Poisson random measures, point processes, Lévy processes.
Reading list
- Reading list valid from Autumn 2025
- Reading list valid from Spring 2024
- Reading list valid from Autumn 2023
- Reading list valid from Autumn 2022, version 2
- Reading list valid from Autumn 2022, version 1
- Reading list valid from Spring 2022
- Reading list valid from Spring 2019
- Reading list valid from Autumn 2013