Lässig
research
group
Statistical Physics and Quantitative Biology
University of Cologne
Stochastic Processes
Winter Semester 2013/14
- Introduction to stochastic processes
- Markov processes
- Diffusive processes
Langevin- and Fokker-Planck equation, path integral, multiplicative processes - Non-equilibrium fluctuation theory
- Stochastic processes in physics
Lattice gases, surface growth, turbulence - Stochastic processes in evolutionary biology
- Stochastic processes in finance
Credits: 6CP or 8CP (with optional student's seminar talk)
Course level: Master
Course classification: Area of emphasis "Statistical and Biological Physics"