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Semester | fall semester 2024 |
Course frequency | Every fall sem. |
Lecturers | Jörg Lehmann (joerg.lehmann@unibas.ch, Assessor) |
Content | Basics of probability theory; Random processes: General concepts; Markov processes: Master equation, Fokker-Planck equation, stochastic differential equations; Mathematical finance |
Learning objectives | Basics of the theory of stochastic processes and an overview of selected applications |
Bibliography | - N. G. van Kampen, Stochastic Processes in Physics and Chemistry, 3rd ed. (North Holland, Amsterdan, 1992). - C. W. Gardiner, Handbook of Stochastic Methods for Physics, Chemistry and the Natural Sciences, 2nd ed. (Springer, Berlin, 2007). - Kurt Jacobs, Stochastic Processes for Phycisists, Understanding Noisy Systems (Cambridge University Press, New York, 2010) - P. Wilmott, S. Howison and J. Dewynne: The Mathematics of Financial Derivatives, A Student Introduction (Cambridge University Press, Cambridge, 1995). |
Comments | Lecture will start September 18 at 10:15h. |
Language of instruction | German |
Use of digital media | No specific media used |
Course auditors welcome |
Interval | Weekday | Time | Room |
---|---|---|---|
wöchentlich | Wednesday | 09.00-10.15 | Physik, Seminarzimmer 3.12 |
wöchentlich | Wednesday | 10.15-12.00 | Physik, Seminarzimmer 3.12 |
Date | Time | Room |
---|---|---|
Wednesday 18.09.2024 | 09.00-10.15 | Physik, Seminarzimmer 3.12 |
Wednesday 18.09.2024 | 10.15-12.00 | Physik, Seminarzimmer 3.12 |
Wednesday 25.09.2024 | 09.00-10.15 | Physik, Seminarzimmer 3.12 |
Wednesday 25.09.2024 | 10.15-12.00 | Physik, Seminarzimmer 3.12 |
Wednesday 02.10.2024 | 09.00-10.15 | Physik, Seminarzimmer 3.12 |
Wednesday 02.10.2024 | 10.15-12.00 | Physik, Seminarzimmer 3.12 |
Wednesday 09.10.2024 | 09.00-10.15 | Physik, Seminarzimmer 3.12 |
Wednesday 09.10.2024 | 10.15-12.00 | Physik, Seminarzimmer 3.12 |
Wednesday 16.10.2024 | 09.00-10.15 | Physik, Seminarzimmer 3.12 |
Wednesday 16.10.2024 | 10.15-12.00 | Physik, Seminarzimmer 3.12 |
Wednesday 23.10.2024 | 09.00-10.15 | Physik, Seminarzimmer 3.12 |
Wednesday 23.10.2024 | 10.15-12.00 | Physik, Seminarzimmer 3.12 |
Wednesday 30.10.2024 | 09.00-10.15 | Physik, Seminarzimmer 3.12 |
Wednesday 30.10.2024 | 10.15-12.00 | Physik, Seminarzimmer 3.12 |
Wednesday 06.11.2024 | 09.00-10.15 | Physik, Seminarzimmer 3.12 |
Wednesday 06.11.2024 | 10.15-12.00 | Physik, Seminarzimmer 3.12 |
Wednesday 13.11.2024 | 09.00-10.15 | Physik, Seminarzimmer 3.12 |
Wednesday 13.11.2024 | 10.15-12.00 | Physik, Seminarzimmer 3.12 |
Wednesday 20.11.2024 | 09.00-10.15 | Physik, Seminarzimmer 3.12 |
Wednesday 20.11.2024 | 10.15-12.00 | Physik, Seminarzimmer 3.12 |
Wednesday 27.11.2024 | 09.00-10.15 | Physik, Seminarzimmer 3.12 |
Wednesday 27.11.2024 | 10.15-12.00 | Physik, Seminarzimmer 3.12 |
Wednesday 04.12.2024 | 09.00-10.15 | Physik, Seminarzimmer 3.12 |
Wednesday 04.12.2024 | 10.15-12.00 | Physik, Seminarzimmer 3.12 |
Wednesday 11.12.2024 | 09.00-10.15 | Physik, Seminarzimmer 3.12 |
Wednesday 11.12.2024 | 10.15-12.00 | Physik, Seminarzimmer 3.12 |
Wednesday 18.12.2024 | 09.00-10.15 | Physik, Seminarzimmer 3.12 |
Wednesday 18.12.2024 | 10.15-12.00 | Physik, Seminarzimmer 3.12 |
Modules |
Module Specialisation: Physics (Master's Studies: Nanosciences) Module: Electives in Data Science (Master's Studies: Data Science) Module: Mathematical Foundations (Master's Studies: Data Science) Module: Specialisation (Master's Studies: Physics) Vertiefungsfächer Theorie und Vertiefungsfächer Biologie (Master's Studies: Computational Biology and Bioinformatics) |
Assessment format | continuous assessment |
Assessment registration/deregistration | Reg.: course registration, dereg: cancel course registration |
Repeat examination | no repeat examination |
Scale | 1-6 0,5 |
Repeated registration | as often as necessary |
Responsible faculty | Faculty of Science, studiendekanat-philnat@unibas.ch |
Offered by | Departement Physik |