MATH3801 Probability and Stochastic Processes

MATH3801 Probability and Stochastic Processes (UNSW Sydney): rated 2.8/5 overall across 6 reviews collected on UNSW Wall.

MATH3801 is a UNSW Sydney course taught by the Faculty of Science in School of Mathematics & Statistics. This page brings together its handbook details and what UNSW students say about it.

Review data updated 2026-10-24.

Course details

Chinese title: 概率与随机过程

Type: Undergraduate course

Credit points: 6

Subject area: School of Mathematics & Statistics

Faculty: Faculty of Science

Level: Undergraduate Level 3

Handbook year: 2026

Overview

This is an advanced level course in probability theory and stochastic processes for mathematics/statistics and data science students. Topics covered during the seminars and tutorials include rigorous definition of probability and random variables; convergence of random variables; Poisson and Wiener process, and Ito Calculus.

MATH3801 student reviews, difficulty and workload

MATH3801 has 6 scored reviews: overall 2.8/5 (all out of 5; higher difficulty means harder).

Sources: 6 Reddit comments that an AI model judged to be reviewing this course (average would-recommend 2.8/5).

On Reddit: "I did both in 2019, 3801 starts of easy but gets a lot harder around weeks 6-10 (I did not enjoy martingale and Brownian motion at all). 3811 is the opposite, I didn't like the beginning of it but it got easier later on (around bootstrapping). But I reckon if I read the lecture …"

On Reddit: "just a study, Botev is very good lecturer and final difficulty is reasonable"

The course panel on UNSW Wall shows every review and discussion in full.

MATH3801 FAQ

Q: Is MATH3801 worth taking?

A: Averaged over 6 reviews: overall 2.8/5.

Q: Which faculty teaches MATH3801, and when is it offered?

A: MATH3801 is taught by the Faculty of Science. Check the official handbook for the current year.

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