Stochastic Processes

A.Y. 2025/2026
6
Max ECTS
42
Overall hours
SSD
FIS/03 FIS/04
Language
Italian
Learning objectives
The course will teach the methods of non-equilibrium statistical mechanics, like Markov chains, stochastic equations, Moyal expansion, Fokker-Planck equation, Mori-Zwanzig dimensional reduction.
Expected learning outcomes
The student will know the theory and the methods of non-equilibrium statistical mechanics, which lie at the basis of physical modelling of kinetic phenomena and of several tools of data analysis.
Single course

This course cannot be attended as a single course. Please check our list of single courses to find the ones available for enrolment.

Course syllabus and organization

Single session

Lesson period
Second semester
Course syllabus
The syllabus is shared with the following courses:
- [FBP-124](https://www.unimi.it/en/ugov/of/af2026000fbp-124)
FIS/03 - PHYSICS OF MATTER - University credits: 3
FIS/04 - NUCLEAR AND SUBNUCLEAR PHYSICS - University credits: 3
Lessons: 42 hours
Professor: Tiana Guido
Professor(s)
Reception:
Friday, h. 11-13