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

First Quarter, Fall 2009 (Läsperiod 1, Höstterminen 2009)

Course Programme pdf-file, ps-file.

NOTE: First lecture is Monday 7 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 2009.

Link to MSF200/MVE330 Stochastic Processes, 7.5 credits, Third Quarter Spring 2010.

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

Personal homepage:
Telephone: 031 / 772 3512
Fax: 031 / 772 3508
Room: L3072
Adress: Matematisk Statistik, CTH & GU, 412 96 Göteborg, Sweden