The first lecture is Wednesday 4 November 8.00 am in room HC3.
The first two lectures consist of the following crash course in probability theory and some useful facts from math pdf-file, ps-file.
Course Programme pdf-file, ps-file.
Link to web-page for the exercise sessions.
List of Errata for Hsu's book (version 13 December 2012) pdf-file, ps-file.
Course representatives are Johan Gustafsson gustjo@student.chalmers.se, Henrik Petersson henpe@student.chalmers.se and Ludwig Tranheden ludtra@student.chalmers.se.
Link to web-page for old exams.
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, 7.5 credits, First Quarter Fall 2015.
Patrik Albin (Associate Professor) is responsible for the course. Welcome to contact Patrik for more information about the course.