Stochastic Processes
Course, Master's level, 1MS030
Spring 2024 Spring 2024, 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
- 15 January 2024–2 June 2024
- 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
- 16 October 2023
- Application code
- UU-60500
Admitted or on the waiting list?
- Registration period
- 1 January 2024–28 January 2024
- Information on registration
Spring 2024 Spring 2024, Uppsala, 33%, On-campus, English For exchange students
- Location
- Uppsala
- Pace of study
- 33%
- Teaching form
- On-campus
- Instructional time
- Daytime
- Study period
- 15 January 2024–2 June 2024
- 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
- 1 January 2024–28 January 2024
- Information on registration
Spring 2025 Spring 2025, 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
- 20 January 2025–8 June 2025
- 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 2024
- Application code
- UU-60500
Admitted or on the waiting list?
- Registration period
- 6 January 2025–2 February 2025
- Information on registration
Spring 2025 Spring 2025, Uppsala, 33%, On-campus, English For exchange students
- Location
- Uppsala
- Pace of study
- 33%
- Teaching form
- On-campus
- Instructional time
- Daytime
- Study period
- 20 January 2025–8 June 2025
- 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
- 6 January 2025–2 February 2025
- Information on registration
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.
Contact
- Study counselling
- studievagledare@math.uu.se
- +46 18 471 32 03, +46 18 471 32 00