Courses – Fakultet tehničkih nauka u Novom Sadu

Subject: Stochastic Processes (17.D0M04Z)

Native organizations units: No data

Type of studies	Title
Doctoral Academic Studies	Mathematics in Engineering (Godina: 2, Winter)

General information:

Category	Scientific-professional
Scientific or art field	Teorijska i primenjena matematika
Interdisciplinary	Yes
ECTS	10

Educational goal:

Acquiring the ability of abstract thinking and fundamental knowledge about random processes. The aim is to apply Stochastic processes theory to solve different problems in engineering

Educational outcome:

Students are able to postulate and solve mathematical models in random processes in their further education in engineering subjects.

Course content:

Depending on the chosen area of applied mathematics in engineering, some of the random processes classes will be covered in detailed: Stationary processes, Markov processes, counting processes, Gauss processes, diffusion processes, martingale, complex processes, Reversible processes, Decision-making processes, branching processes, Brown movement. Part of the teaching is realized through independent research and study work in the field of mathematics. Research and study work includes active following of primary scientific sources, organization and conducting experiments and statistical data processing, numeric simulation, possible writing of scientific paper in the field of mathematics.

Teaching methods:

Lectures, Consultations. The presentation of the theoretical part is followed by the corresponding examples for easier understanding of subject content. In addition to lectures there are regular consultations. Through research and study work the student will, on the bases of scientific journals and other relevant literature that has been studied independently, develop further understanding of the material covered in lectures. In cooperation with professors, student is enabled to independently write scientific paper.