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TMS170/MSA360 Stochastic Calculus, Part II, 7.5 credits (Stokastisk analys, del II, 7.5 poäng)

Second Quarter, Fall 2008 (Läsperiod 2, Höstterminen 2008)

Course Programme pdf-file, ps-file.

NOTE: First lecture is Thursday 30 Oktober.

Link to Hand-Ins and Programme for Exercises.

Famous probabilists featuring in the course 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 TMS165/MSA350 Stochastic Calculus Part I, 7.5 credits, First 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.

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