6 ECTS credits
150 h study time
Offer 1 with catalog number 1005877CNR for all students in the 2nd semester
at
a (C) Bachelor  specialised level.
 Semester
 2nd semester
 Enrollment based on exam contract
 Impossible
 Grading method
 Grading (scale from 0 to 20)
 Can retake in second session
 Yes
 Enrollment Requirements
 Students must have followed ‘Probability Theory’, before they can enroll for ‘Stochastic Processes’.
 Taught in
 Dutch
 Partnership Agreement
 Under agreement for exchange of courses
 Faculty
 Faculty of Sciences and Bioengineering Sciences
 Department
 Mathematics
 Educational team
 Tan Lu
Jan De Beule
(course titular)
 Activities and contact hours
 26 contact hours Lecture
13 contact hours Seminar, Exercises or Practicals
 Course Content
1. Markov chains
2. Renewal processes
3. Brownian motion and martingales
4. Stochastic integrals (introduction).
 Course material
 Digital course material (Required) : Stochastische processen, Syllabus, Einmahl
Handbook (Recommended) : Stochastic processes, Hoofdstuk 1, HoelPortStone, BIB, 9780881332674, 1986
Handbook (Recommended) : Probability, Hoofdstuk 2, Durrett, 4de, BIB, 9780521765398, 2010
Handbook (Recommended) : Stochastic calculus and financial applications, Hoofdstukken 3&4, Steele, BIB, 9781441928627
 Additional info
Syllabus (in Dutch)
Complementary study material:
HoelPortStone: Stochastic processes (chapter 1)
Durrett: Probability theory (chapter 2)
Steele: Stochastic calculus and financial applications
(chapters 3 en 4)
 Learning Outcomes

General competencies
The student learns the basic notions of stochastic processe.
The student can solve exercises.
 Grading

The final grade is composed based on the following categories:
Written Exam determines 70% of the final mark.
Other Exam determines 30% of the final mark.
Within the Written Exam category, the following assignments need to be completed:
 Written exam theory
with a relative weight of 50
which comprises 50% of the final mark.
Note: theory
 Written exam exercises
with a relative weight of 20
which comprises 20% of the final mark.
Note: exercises
Within the Other Exam category, the following assignments need to be completed:
 Project: presentations
with a relative weight of 1
which comprises 30% of the final mark.
Note: Giving two presentations on a topic that is assigned by the lecturer, each presentation jas a relative weight of 15, and hence determines 15% of the final mark. Both presentations together determine 30% of the final mark. The presentations will be organized during the term.
 Additional info regarding evaluation
70% written exam: theory + exercises
30% other exam: project (presentations)
 Allowed unsatisfactory mark
 The supplementary Teaching and Examination Regulations of your faculty stipulate whether an allowed unsatisfactory mark for this programme unit is permitted.
Academic context
This offer is part of the following study plans:
Bachelor of Mathematics and Data Science: Standaard traject (only offered in Dutch)