AMATH 777Stochastic Processes in the Physical Sciences
- Units
- 0.50
- Level
- Graduate
- Faculty
- Mathematics
- Subject
- Applied Mathematics
AMATH 777 as listed in the Fall 2026 Graduate Calendar. The main page has the current version, when it runs, and seats.
Basic concepts and classification of stochastic processes. Stochastic differentiation and integration, Markov processes, Chapman-Kolmogorov equation, Fokker-Planck equation, Master equations: mesoscopic vs. macroscopic description. Spectral representation of stationary processes. Correlation function theory. A previous course in probability theory at the undergraduate level is strongly recommended.
Prerequisites
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Leads to
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