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MSG800/MVE170 Basic Stochastic Processes, 7.5 credits

Second Quarter, Fall 2012 (Läsperiod 2, Höstterminen 2012)

Course Programme pdf-file, ps-file.

Lecture 14 originally scheduled to take place on Tuesday 11 December 10 am has been phostphoned until Thursday 13 December 10 am - same room as usual.

Link to web-page for the exercise sessions.

List of Errata for Hsu's book (version 13 December 2012) pdf-file, ps-file.

Link to web-page for old exams.

Course representatives are Milica Bijelovic (TM), Markus Bruus (I), Amanda Hârsmar (GU) and Magdalena Jansson (TM)

Link to the course evaluation form open for three weeks starting at 17 December. The password needed to get access to the course evaluation form you have got in Course Mail 10 from Patrik on 18 December - otherwise send an email to Patrik about it.

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 2012.

Link to MVE136 Random Signals Analysis, 7.5 credits, First Quarter Fall 2012.

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