MSG800/MVE170 Basic Stochastic Processes, 7.5 credits

Second Quarter, Fall 2010 (Läsperiod 2, Höstterminen 2010)

Course Programme pdf-file, ps-file.

First lecture is Tuesday 26 October 10.00 am in room Euler.

Link to web-page for the exercise sessions.

List of Errata for Hsu's book (version 13 December) pdf-file, ps-file.

Old exams.

Course representatives are Simon de Finelicht (F3) fine@student.chalmers.se and Lisa Stenberg (TM2) lisast@student.chalmers.se.

Course evaluation form http://kursutv.portal.chalmers.se/ev.cgi?e=4411.

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 2010.

Link to MVE135 Random Processes with Applications, 7.5 credits, First Quarter Fall 2010.


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@chalmers.se

Telephone: 031 / 772 3512

Fax: 031 / 772 3508

Room: L3072

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