First lecture is Tuesday 1 September 3.15 pm in room Euler.
Course Programme pdf-file, ps-file.
Not all material from Chapters 1-6 and 10 in Klebaner's book will be covered during lectures, but only selected topics from those chapters. Also, there are a few theoretical addition to the material in Klebaner's book. The details of these selections and additions are described here pdf-file, ps-file.
Lecture notes on applications by Patrik Albin pdf-file, ps-file.
Lecture notes on numerical methods for SDE by Stig Larsson pdf-file, ps-file.
Web-page for exercises.
Student representatives for the course are Kristoffer Andersson firstname.lastname@example.org, Krister Ekström email@example.com, Tobias Johansson firstname.lastname@example.org and Anna Lokrantz email@example.com.
Additional information about the course can be found at Chalmers Student Portal. The corresponding www-page for University of Gothenburg is here.
Patrik Albin (Associate Professor) is responsible for the course. Welcome to contact Patrik for more information about the course.