Math 880: Advanced Stochastic Calculus I

Syllabus and Course info

A brief list of topics covered in each lecture can be found here. This list will be updated as the semester progresses.

Schedule info.

You can view some schedule info for this course on Google calendar here
Lectures Mondays and Wednesdays 3:30--4:50 in WEH 8201
There will be no class on 9/20 and 9/22 because I will be traveling. (There will of course be no class on University holidays.)
To make up, one extra class will be held on 9/10, and the other on 11/19.
Presentations Depending on the class size, these will be decided after the semester starts. If the class is small enough, we will have one, or two in class presentations each.
Midterm Wed Oct 13. Closed book, in class.
Final Your final will during Finals week, at a time that is scheduled by the Registrar, and can not be changed.

Class email list

I will use the mailing list math-880 to for announcements regarding this course. (I WILL NOT USE BLACKBOARD).

Grading

Homework

There will be five to seven homework assignments. Late homework will never be accepted, no matter what.

  1. Assignment 1 (solutions).
  2. Assignment 2 (solutions).
  3. Assignment 3.
  4. Assignment 4.
  5. Assignment 5.

Handouts

Textbook/References

Feedback

Feedback at any time (either anonymous or signed) is always appreciated. You can use this form to send me (or your course assistant) anonymous (or signed) feedback. [Note: Evil spammers have been using this form to clutter my INBOX. Thus I have restricted access to this form to within cmu.edu domain.]

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Last modified: Sat 16 Jan 2016 02:43:49 PM EST