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02407 Stochastic Processes
Danish title: Stokastiske processer
Language:  English    ECTS-creditpoints:  5, Internal examination.   
Type:  open university
Class schedule:   E3-A
Exam schedule:   No exam
Recommended semester:  4th -7th semester
Scope and form:  Lecture, exercises and computer work.
Evaluation:  Project report
Examination:  13-scale
Previous course:  04141
Prerequisites:  Basic knowledge of probability and statistics. Distribution function, moments. (E.g. 02401)
Preferred prerequisites:  Knowledge of programming, e.g. Matlab.
No credit points with:  04141 / C0402
Contact:  Bo Friis Nielsen, building 321, (+45) 4525 3397, bfn@imm.dtu.dk
Course URL:  http://www.imm.dtu.dk/courses/02407