Stochastic processes in biophysics

Content: The course covers basic and advanced topics of stochastic processes with a particular focus on applications in biophysics and biology.

General concepts:

• Basics on probability theory
• Markov processes and Martingales
• Point- and counting processes
• Wiener processes
• Stochastic calculus for discrete and continuous processes
• Path-space density and change of measure

Applications:

• Stochastic chemical kinetics, moment approximations, scaling limits
• Inference and filtering of stochastic processes
• Stochastic thermodynamics and information transfer
• Multiscale models and stochastic population balance

Course material can be found here.