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MSG800/MVE170 Basic Stochastic Processes, 7.5 credits, Second Quarter, Fall 2016

Note that beginning with April 2017 exam "new" I-students should register for (and take) MVE171-exam istead of MVE170-exam while "old" I-students should take MVE170-exam. (The exams will run simultaneously - same date and time.) You will only be able to register on the exam that you should take and not on the wrong one. Please go to the right exam on the day of the exam to avoid delays in the processing of your exam results afterwards. For questions about registration issues you must turn to I for help - neither Patrik Albin or math can do anything about your registration.

First lecture is Wednesday 2 November 8.00 AM in room KE.

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 Henrik Esmaili, Klara Granbom, Leander Lacroix, Benjamin Strömberg and Linus Wiskman

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 2016.

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