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MSG800/MVE170 Basic Stochastic Processes, 7.5 credits

Second Quarter, Fall 2011 (Läsperiod 2, Höstterminen 2011)

Course Programme pdf-file, ps-file.

Link to web-page for the exercise sessions.

List of Errata for Hsu's book (version 8 December 2011) pdf-file, ps-file.

Link to course evaluation form (open until the end of the year).

Link to web-page for course emails.

Link to web-page for old exams.

Course representative is Philippe Klintefelt Collet (F)

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 Part I, 7.5 credits, First Quarter Fall 2011.

Link to MVE136 Random Signals Analysis, 7.5 credits, First Quarter Fall 2011.

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