Stochastic processes in natural sciences 2026/2027

Maciej Lisicki & Miłosz Panfil

Trajectories of particles in the Vicsek model. Simulations by R.J. Budzyński

Lectures & classes:
Wednesdays 15:15 - 17:00
Thursdays 14:15 – 16:00

---

Mid-term: 3 Dec

Exam: TBC

-->

---

---

---

Class materials: (updated systematically)
Lecture notes

Further reading:

• Stochastic Problems in Physics and Astronomy, S. Chandrasekhar, Rev. Mod. Phys. 15, 1 (1943). [random walk in 1D]
• Ruchy Browna, B. Cichocki, Delta 4/1983 (in Polish)
• Ruchy Browna (II), B. Cichocki, Delta 5/1983 (in Polish)
• Albert Einstein – praca o ruchach Browna z 1905 roku, B. Cichocki, Delta 6/2005 (in Polish)
• Ito versus Stratonovich, N.G. van Kampen