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MH3512 STOCHASTIC PROCESSES

This course will enable you to analyze random systems and their long-run behavior by the computation of key quantities such as hitting probabilities and mean hitting times. On a more global scale, it aims at training undergraduates to design stochastic models with potential applications in various fields, such as biology, economics, finance, physics, analytics and data science.

Academic Units4
Exam ScheduleFri Nov 28 2025 00:00:00 GMT+0000 (Coordinated Universal Time) 14:30-16:30
Grade TypeLetter Graded
Department MaintainingMATH(SPS)
Prerequisites

MH2500

Prerequisites Tree

MH3512requiresMH2500

Indexes

IndexTypeGroupDayTimeVenueRemark
70280LEC/STUDIOLEFRI1030-1120SPMS-LT1
70280LEC/STUDIOLEWED1330-1520SPMS-LT1
70280TUTTFRI1130-1220SPMS-LT1

Course Schedule

0930

1030

1130

1230

1330

1430

1530

1630

1730

MON
TUE
WED

MH3512

LEC/STUDIO | SPMS-LT1

THU
FRI

MH3512

LEC/STUDIO | SPMS-LT1

MH3512

TUT | SPMS-LT1

SAT

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