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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:
VVZ CR n/a

Last Updated: 2026-06-01 11:30:51

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