Stochastic Calculus and Applications
Part III course, Lent Term 2007
by Stefan Grosskinsky and James Norris
Course description, Last year's page by C. Goldschmidt, Advanced Probability by G. Miermont (M2006)
Lecture times: MWF at 10am, Meeting Room 5
Supervisions are given by Shalom Benaim and Neil Walton. We will meet on Friday, 26.1., at 2pm in the common room of Pavillon D to make arrangements. If you want supervisions but cannot make the meeting, please email me.
Lecture notes for an old version of the course given by James Norris: stochcalc.pdf
They cover the main definitions and results, but contain no proofs. (Note also that the example sheets will be different!)
A preliminary version of the first four chapters of the current course: sc07_notes.pdf
Comments and corrections are most welcome and should be sent to Stefan Großkinsky.
Past exam papers: 2006, 2005, 2004, 2003, 2002, 2001