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Semester | fall semester 2018 |
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). - P. Wilmott, S. Howison and J. Dewynne: The Mathematics of Financial Derivatives, A Student Introduction (Cambridge University Press, Cambridge, 1995). |
Language of instruction | German |
Use of digital media | No specific media used |
Course auditors welcome |
Interval | weekly |
Date | 19.09.2018 – 19.12.2018 |
No dates available. Please contact the lecturer.
Modules |
Module Specialisation: Physics (Master's Studies: Nanosciences) Module: Specialisation: Physics (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 |