Stochastic Processes

10 credits

Course, Master's level, 1MS030

Expand the information below to show details on how to apply and entry requirements.

Location
Uppsala
Pace of study
33%
Teaching form
On-campus
Instructional time
Daytime
Study period
18 January 2027–6 June 2027
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 2026
Application code
UU-60500
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Admitted or on the waiting list?

Information on registration from the department

Location
Uppsala
Pace of study
33%
Teaching form
On-campus
Instructional time
Daytime
Study period
18 January 2027–6 June 2027
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?

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.

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