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MSG800/MVE170 Basic Stochastic Processes, 7.5 credits, Second Quarter, Fall 2017

First lecture is Wednesday 1 November 8.00 AM in room KA.

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 Rebecca Gedda, Isak Jönsson, Emma Petersson Svensson and Hugo Ölund

Wednesday morning 22 November 8-9.45 am we finished off Chapter 6 in Hsu book (and thus are one 2-hour lecture session ahead of schedule according to Course Program).

Wednesday afternoon 22 November 3.15-5 pm and Thursday morning 23 November 8-11.45 am we finished off the theory in the discrete time Markov chain Sections 6.1-6.5 i GS book and Wednesday morning 29 November 8-9.45 am we will do the corresponding home exercises for own work.

Wednesday afternoon 29 November 3.15-5 pm and Thursday morning 30 November 8-11.45 am we will finish off Chapter 9 in Hsu book.

Wednesday 6 December 8-9.45 am and 3.15-5 pm we will finish off theoretical treatment of Sections 6.8-6.9 and 6.11 in the GS book. We will also do the computational task on Exercise Session 5.

Lectures Thursday 7 December 8-11.45 am are cancelled because (unlike previous years) turned out not to be needed.

Lectures Wednesday 13 December and Thursday 14 December will cover the selected exercises for GS book Sections 6.8-6.9 and 6.11 together with the computational task for the GS book. Note that the first lecture Wednesday 13 December is in KC instead of the usual room KA.

Starting Fall 2017 it is mandatory for Chalmers students to register for written exams - Chalmers students will not be allowed to take written exams without having registered for them properly beforehand. (GU students will still be allowed to take exams without prior registration if there is room for them at the exam.)

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 2017.

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