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262-6140-00L
4
Credits
MSC
D-BSSE
,
D-INFK
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Random Processes: Theory and Applications from Physics to Finance (University of Basel)
The course must be registered for directly at Uni Basel.
Uni Basel course number: 19300-01
Mind the enrolment deadlines at Uni Basel:
Last Updated: 2026-02-05 16:30:08
Abstract
Basics of probability theory; Random processes: General concepts; Markov processes: Master equation, Fokker-Planck equation, stochastic differential equations; Mathematical finance
Objective
Basics of the theory of stochastic processes and an overview of selected applications
General Information
- Language
- English
- Levels
- MSC
- Frequency
- Yearly recurring
Examination
- Type
- graded semester performance
Registration modalities, date and venue of this performance assessment are specified solely by the Uni Basel
Course Components
| Type | Title | Time & Place | Hours |
|---|---|---|---|
| lecture with exercise |
Random Processes: Theory and Applications from Physics to Finance (University of Basel)
**Course at University of Basel**
|
No time listed | 3 h weekly |
Offered In
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Computational Biology and Bioinformatics Master (More information at: )
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Advanced Courses (A total of 30 ECTS needs to be acquired in the Advanced Courses category. Thereof at least 16 ECTS in the Theory and at least 10 ECTS in the Biology category.)
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Theory (At least 16 ECTS need to be acquired in this category.)
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