First lecture is Wednesday 7 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 Karen Ivette Baca Mendoza email@example.com and Wilhelm Söderkvist Vermelin firstname.lastname@example.org.
Link to web-page for old exams.
It is mandatory for students to register for written 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 2018.
Patrik Albin (Associate Professor) is responsible for the course. Welcome to contact Patrik for more information about the course.