Denna www-sida har författats av Patrik Albin - Ansvarsförhållanden (This webpage has been written by Patrik Albin - Disclaimer)

MSG800/MVE170 Basic Stochastic Processes, 7.5 credits, Second Quarter, Fall 2018

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 and Wilhelm Söderkvist Vermelin

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.

Personal homepage:
Telephone: 031 / 772 3512
Fax: 031 / 772 3508
Room: L3072
Adress: Matematisk Statistik, CTH & GU, 412 96 Göteborg, Sweden