Shahid Beheshti University

Department of Physics

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Stochastic Processes (Winter-Spring 2019)

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Advanced course on Stochastic Processes for Ph.D. and MS students  (Winter-Spring 2019)


This course is devoted to advanced and more recent topics in stochastic processes and fields.

Some topics to teach are as follows:

  • Multivariate PDF and associated transformations
  • Weighted and Un-weighted Two-Point correlation function of different features
  • Master equations
  • Fokker-Planck equation
  • Covariant form of Fokker-Planck equation
  • Topological and geometrical features of Stochastic fields
  • Perturbative approach for Non-Gaussian fields
  • Effective Theory for perturbations





# Set 1 (Download) data (Download)

# Set 2 (Download)

# Set 3 (Download)

# Set 4 (Download) data (Download)

Last Updated on Tuesday, 16 April 2019 10:38