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.

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

• Example sheet 1
• Example sheet 2
• Example sheet 3
• Example sheet 4

• I. Karatzas and S. Shreve. Brownian Motion and Stochastic Calculus. Springer. 1998
• D. Revuz and M. Yor. Continuous Martingales and Brownian Motion. Springer. 2001.
• L.C.G. Rogers and D. Williams. Diffusions, Markov Processes, and Martingales: Vol. 1 and 2. Cambridge University Press. 2002.
• Nathanael Berestycki's lecture notes

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

Last updated 6 May 2013.