First lecture is Tuesday 29 August 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 Georg Bökman firstname.lastname@example.org, Erik Kratz email@example.com, Hampus Lane firstname.lastname@example.org and Fred Makombe email@example.com.
Starting Fall 2017 it is mandatory for Chalmers students to register for written exams - Chalmers students will not be allowed to take written exams without having registered for them properly beforehand. (GU students will still be allowed to take exams without prior registration if there is room for them at the exam.)
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.