MATH3901 Higher Probability and Stochastic Processes

MATH3901 Higher Probability and Stochastic Processes (UNSW Sydney): rated 3.1/5 overall across 9 reviews collected on UNSW Wall.

MATH3901 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: 高等概率与随机过程

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 include rigorous definition of probability and random variables; convergence of random variables; Poisson and Wiener process, and Ito Calculus.

MATH3901 student reviews, difficulty and workload

MATH3901 has 9 scored reviews: overall 3.1/5 · usefulness 1.0 (all out of 5; higher difficulty means harder).

Sources: 1 StudentVIP review (average 1.0 stars); 8 Reddit comments that an AI model judged to be reviewing this course (average would-recommend 3.3/5).

On Reddit: "advmath/actl student here. for the math component, do not ever consider math2601 if you dont have to, it is very proof heavy, and those proofs will never be applied in any sort of computing, do math2501 if you want to learn some algebra. math2111 is a really interesting course, …"

On Reddit: "MATH3801 has a new lecturer this year. I’m doing MATH3901 this term which shares the same lecture stream as MATH3801 and the lecturer has been pretty good so far. It’s a bit more theoretical than the previous offerings, starting out with a rather theoretical measure theory frame…"

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

MATH3901 FAQ

Q: Is MATH3901 worth taking?

A: Averaged over 9 reviews: usefulness 1.0/5, overall 3.1/5.

Q: Which faculty teaches MATH3901, and when is it offered?

A: MATH3901 is taught by the Faculty of Science. Check the official handbook for the current year.

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