Stochastic Processes
A.Y. 2025/2026
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.
Lesson period: Second semester
Assessment methods: Esame
Assessment result: voto verbalizzato in trentesimi
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)
- [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
FIS/04 - NUCLEAR AND SUBNUCLEAR PHYSICS - University credits: 3
Lessons: 42 hours
Professor:
Tiana Guido
Professor(s)