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Applied Stochastic Methods (MATH0102)

Key information

Faculty
Faculty of Mathematical and Physical Sciences
Teaching department
Mathematics
Credit value
15
Restrictions
This module is normally taken by fourth (or third) year students on single or combined Mathematics degrees or students on the MSc in Mathematical Modelling. MATH0010 and MATH0011 are normal pre-requisites and MATH0056, MATH0031, MATH0065, MATH0057 are useful but not required,
Timetable

Alternative credit options

There are no alternative credit options available for this module.

Description

This module aims to introduce the main analytical techniques and concepts used in the application of stochastic differential equation models to physical, chemical and biological systems.

Module deliveries for 2024/25 academic year

Intended teaching term: Term 2 ÌýÌýÌý Postgraduate (FHEQ Level 7)

Teaching and assessment

Mode of study
In person
Methods of assessment
90% Exam
10% Coursework
Mark scheme
Numeric Marks

Other information

Number of students on module in previous year
2
Module leader
Professor Gavin Esler
Who to contact for more information
math.ugteaching@ucl.ac.uk

Intended teaching term: Term 2 ÌýÌýÌý Undergraduate (FHEQ Level 7)

Teaching and assessment

Mode of study
In person
Methods of assessment
90% Exam
10% Coursework
Mark scheme
Numeric Marks

Other information

Number of students on module in previous year
21
Module leader
Professor Gavin Esler
Who to contact for more information
math.ugteaching@ucl.ac.uk

Last updated

This module description was last updated on 8th April 2024.

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