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Stochastic Processes (MATH M6006) 2011/12
Links
News
- Wedn 11 April 2012: question/answer session at 3 pm on Friday 13 March 2012, in SM4.
- Monday 26 March 2012 : Exam from 2011 can be found here. Exams from previous years can be found on blackboard. I do not release solutions to these exams, but will answer questions on any of problems.
- Monday 26 March 2012 : There will be a question/answer session on Friday 13 March 2012, location TBA.
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Timetable
Lectures
During weeks 1-6,
- 12-1 on Mondays, in Physics 3.21
- 10-11 on Tuesdays2, in SM3
- 10-11 on Wednesdays, in SM3
Assessment methods
- 100% from examination. Roughly half the problems on the exam will be taken from homework exercises.
Office hours
- Tuesdays 3-4 pm, in Room Maths 4.3.
Course materials
- Notes for Chapter 1, 2, 3, 4. Material not examinable: Proof of Theorem 2 (involving the construction of Brownian motion) and derivation of the forward equation in section 4.4. The forward equation itself, along with everything else in the notes and assignments, is examinable.
- Assignment 1, due Monday 7 Nov 2010, and solution.
- Assignment 2, due Monday 14 Nov 2010, and solution.
- Assignment 3, due Monday 21 Nov 2010, and solution..