Statistical Physics and Quantitative Biology
University of Cologne
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Stochastic Processes
Winter Semester 2013/14
  1. Introduction to stochastic processes
  2. Markov processes
  3. Diffusive processes
    Langevin- and Fokker-Planck equation, path integral, multiplicative processes
  4. Non-equilibrium fluctuation theory
  5. Stochastic processes in physics
    Lattice gases, surface growth, turbulence
  6. Stochastic processes in evolutionary biology
  7. 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"