Stochastic Calculus and Applications

Part III course, Lent Term 2007

by Stefan Grosskinsky and James Norris

Course descriptionLast year's page by C. GoldschmidtAdvanced 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.

Example sheets


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

Last updated on 23.02.2007 by Stefan Großkinsky