Stochastic Calculus and Applications

Lent term 2010

Welcome to the homepage of this class ! This course is an introduction to Stochastic Calculus and its applications to Brownian motion and other random processes. It is designed mainly for Part III students although everybody is welcome to attend. On these pages you will find several documents relevant to this course.


Course description (updated)

Notes for the course

Example Sheets 1, 2, 3, 4. (updated)

The notes are updated regularly. I would advise to print only one small piece at the time, corresponding to the lecture. Don't forget to refresh your browser...

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Last updated January 2010