MS-C2111 - Stochastic Processes, 26.10.2020-09.12.2020
Kurssiasetusten perusteella kurssi on päättynyt 09.12.2020 Etsi kursseja: MS-C2111
Osion kuvaus
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The course is fully online during autumn 2020. You need to login to access all content.
- Online lectures at Zoom: https://aalto.zoom.us/j/63492414200
- Online discussion forum at Zulip: https://aalto-ms-c2111.zulipchat.com (Sign up)
- Helps for homework: http://math.aalto.fi/en/studies/laskutupa/
- English lecture notes
- Finnish lecture notes
This course will get you introduced to stochastic processes, the theory of time-dependent random phenomena. You learn to mathematically model and analyze particle and population flows using Markov processes, unpredictable time instants using Poisson processes, and gambling and investment strategies using martingales.
See the course syllabus for details on schedules, grading, and other arrangements.
- Online lectures at Zoom: https://aalto.zoom.us/j/63492414200