Stochastic Calculus and Applications Michael Tehranchi

Lent 2013

REVISION CLASS

I have booked MR11 for both 9.00-11.00 Tue 14 May and 15.00-16.00 Wed 15 May. I do not have a lecture planned, so the contents of the classes are up to you. In particular, if you would like me to discuss some topic from the lectures or example sheets, it would be helpful to email me in advance.

The official course description

Lecture notes

Lecture 1 Lecture 7 Lecture 13 Lecture 19
Lecture 2 Lecture 8 Lecture 14 Lecture 20
Lecture 3 Lecture 9 Lecture 15 Lecture 21
Lecture 4 Lecture 10 Lecture 16 Lecture 22
Lecture 5 Lecture 11 Lecture 17 Lecture 23
Lecture 6 Lecture 12 Lecture 18 Lecture 24

Example Sheets

Supplemental reading


Interesting links

The probability seminar meets every Tuesday at 4.30pm in MR12.


Last updated 6 May 2013.