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

Second Quarter, Fall 2007 (Läsperiod 2, Höstterminen 2007)

NOTE: Beginning 23 November, the Exercise session Fridays have been rescheduled by agreement between Ottmar and the students to take place 10.00-11.45 am in room MV:F26.

Course Programme pdf-file, ps-file.

Famous Probabilists featuring in the Course pdf-file, ps-file

Lecture notes for lecture on compensators Friday 7 December pdf-file, ps-file.

Lecture notes for lecture on applications Monday 10 December pdf-file, ps-file.

Link to Programme for Exercises.

Additional information about the course can be found at Chalmers Student Portal.

Link to TMS165/MSA350 Stochastic Calculus Part I, 7.5 credits, First Quarter Fall 2007.

Link to MSF200 Stochastic Processes, 7.5 credits, Third Quarter Spring 2008.



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: 3072

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