Stochastic processes in natural sciences 2022/2023
Lectures & classes:
Tuesdays 10:15 - 12:00
Fridays 13:15 – 15:00
Mid-term (29 Nov 2022) 9:30-12:00
Group project (announced early Dec, due Jan)
Exam (3 Feb 2023)
Class materials: (updated systematically)
- Lecture notes I: Introduction and discrete probability distributions
- Lecture notes II: Continuous probability distributions
- Lecture notes III: Example – random walks
- Lecture notes IV: Description of stochastic processes
- Lecture notes V: Markov processes
- Lecture notes VI: Master equation
- Lecture notes VII: Fokker-Planck equation (in progress)
- Lecture notes: References
Exam Problem 1 Solution