Teaching 2010-2011
EXAM DATE : January 10th 2012, 5-7pm, FORUM F New Schedule 2010-2011 Outline 2010-2011 Lecture notes: SP 1 - September 21st, 2010 SP 2 - September 22nd, 2010 SP 3 - September 28th, 2010 SP 4 - September 29th, 2010 SP 5 - October 5th, 2010 SP 6 - October 6th, 2010 SP 7 - October 13th, 2010 SP 8 - October 14th, 2010 Problems: Problems 1 - September 22nd, 2010 Solutions --> Problems 2 Solutions --> References: - Durrett, S. (1999). Essentials of Stochastic Processes, Springer-Verlag. - Resnick, S. (1992). Adventures in Stochastic Processes, Birkhäuser. - Brzezniak, Z., and T. Zastawniak (1999). Basic Stochastic Processes, Springer. - Mikosch, T. (1998). Elementary stochastic calculus with finance in view, World Scientific Publishing Company. |