TMS165/MSA350 Stochastic Calculus, Part I, 7.5 credits (Stokastisk analys, del I, 7.5 poäng)

First Quarter, Fall 2008 (Läsperiod 1, Höstterminen 2008)

Course Programme pdf-file, ps-file.

NOTE: First lecture is Friday 5 September.

Link to Hand-ins and Programme for Exercises.

Lecture notes on applications (notes for Lecture 11) pdf-file, ps-file.

Lecture notes on numerical methods for SDE by Stig Larsson (literature for Lectures 12-13) pdf-file, ps-file.

Additional information about the course can be found at Chalmers Student Portal. The corresponding www-page for University of Gothenburg is here.

Link to TMS170/MSA360 Stochastic Calculus Part II, 7.5 credits, Second Quarter Fall 2008.

Link to MSF200 Stochastic Processes, 7.5 credits, Third Quarter Spring 2008. This course is given next time Spring 2010, but can be studied by means of self-studies at any time.



Patrik Albin (Associate Professor) is responsible for the course. Welcome to contact Patrik for more information about the course.

www: http://www.chalmers.se/math/SV/organisation/matematisk-statistik/personal/larare-och-forskare/albin-patrik

Personal homepage: http://www.math.chalmers.se/~palbin

Email: palbin@math.chalmers.se

Telephone: 031 / 772 3512

Fax: 031 / 772 3508

Room: L3072

Adress: Matematisk Statistik, CTH & GU, 412 96 Göteborg, Sweden