Graduate Course in Stochastic Calculus Spring 2001 ================================================== (call for participation in ...) The course will start with an INTRODUCTORY MEETING in room S1 MONDAY 12 FEBRUARY at 12.30 am (rather than Tuesday 29 january in S2 as previously announced), expecting teaching to commence the same week (12-16 February). There we decide on what hours to use for teaching. We will definitely need two two-hour sessions each week, but should try to agree also on a third "spare-time", if possible. People who are not able to attend the introductory meeting must (to be able to affect the scheduling of teaching) email (or by other means communicate) me their preferences. The email should tell about 1) hours that (from your point of view) are impossible for teaching 2) hours that are not quite impossible, but only unpreferable 3) whether you plan to take part in the grading procedures of the course (mandatory exercise-sessions etc.) or not. Of course, the hours to choose from are Monday-Friday 8-12 am and 1- 5 pm. Thursday 3-5 pm is main seminar time at MathStat, and will not be used. You should not rule out a specific time-slot just because you cannot make it a single or a pair of times, since scheduling will be quite impossible if people do that. The course will be given in English, and will follow the book "Fima C. Klebaner (1998): Introduction to Stochastic Calculus with Applica- tions. (Imperial College Press, London)". We take off from somewhere in the middle of Chapter 3 (as it looks to me now), regarding the material preceeding that as basic graduate-level probability. See also http://www.math.chalmers.se/~palbin/stochcalc.html Wellcome, Patrik Albin