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 can be attended as a single course.

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