STK1130 – Modelling by stochastic processes
Course description
Schedule, syllabus and examination date
Course content
Definition and examples of stochastic processes. Markov processes with finite and countable state space in discrete and continuous time.
Learning outcome
The course gives the background for simple analytical derivation and numerical calculations for stochastic processes in discrete and continuous time.
Admission
Students who are admitted to study programmes at UiO must each semester register which courses and exams they wish to sign up for in Studentweb.
If you are not already enrolled as a student at UiO, please see our information about admission requirements and procedures.
Prerequisites
Formal prerequisite knowledge
In addition to fulfilling the Higher Education Entrance Qualification, applicants have to meet the following special admission requirements:
-
Mathematics R1 (or Mathematics S1 and S2) + R2
And in addition one of these:
- Physics (1+2)
- Chemistry (1+2)
- Biology (1+2)
- Information technology (1+2)
- Geosciences (1+2)
- Technology and theories of research (1+2)
The special admission requirements may also be covered by equivalent studies from Norwegian upper secondary school or by other equivalent studies (in Norwegian).
Recommended previous knowledge
STK1100 – Probability and Statistical Modelling, MAT1100 – Calculus, MAT1110 – Calculus and Linear Algebra, MAT1120 – Linear Algebra
Overlapping courses
9 credits with ST114.
*The information about overlaps is not complete. Contact the department for more information if necessary.
Teaching
3 hours of lectures, 2 hours of lexercises/datalab in groups under guidance and 1 hour of topics examined in plenum.
Examination
One compulsory assignments need to be passed within given deadlines to be allowed to take the final exam. Final mark based on written examination at the end of the semester. Letter grading (A-F).
Rules for compulsory assignments at the mathematical institute (norwegian only)
Examination support material
Permitted aids at the exam: Approved calculator and formula lists for STK1100/ STK1110.
Information about approved calculators (Norwegian only)
Language of examination
Subjects taught in English will only offer the exam paper in English.
You may write your examination paper in Norwegian, Swedish, Danish or English.
Explanations and appeals
Resit an examination
This subject offers new examination in the beginning of the subsequent term for candidates who withdraw during an ordinary examination or fail an ordinary examination. Deferred examinations for students who due to illness or other valid reason of absence were unable to sit for their final exams will be arranged at the same time. (These valid reasons has to be documented within given deadlines.)
For general information about new and deferred examination, see
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