### General

## Stochastic Processes III

**Contents**

The course widens and puts into a more general framework, stochastic process theory learnt from Stochastic Processes I and II. Compared to previous courses in Stochastic Processes, more focus will be on mathematical rigour. Topics included are:

- Point process theory, specifically the Poisson process;
- Markov processes in continuous time;
- Brownian motion;
- Various applications, in particular from queueing theory.

**Lecturer **Daniel Ahlberg

**Course literature**

Sidney I. Resnick: Adventures in Stochastic Processes (Birkhäuser)

The book is available electronically via the university library here.

**Time and date **

The preliminary schedule for the lectures is given here.

It is good to read the material from the textbook before each lecture.

**Examination **

The course will be evaluated through a written exam. Apart from the written exam there will be a number of hand-in assignments throughout the course.