Messages

Published June 10, 2019 2:40 PM

There was a typo in Theorem 9.9 (It?'s formula 3)

Please check the new version.

Published June 7, 2019 10:41 AM

Please check that the version of the lecture notes is the one with the date May 27, 2019. You can find the date at the bottom-left of each page (except for the first page of each chapter).

For the material in Chapter 6-10, focus on knowing results with name (at least its statement) and the kind of questions I put on the trial exam: It?'s formula and martingality criterion for (exponentials of) Lévy-type stochastic integrals.  

I wish you good luck! (but prepare well the exam :-) )

Published May 25, 2019 6:58 PM

Please find here the definitive syllabus for the course. This is the content subject to examination. All the references are to the notes of the course. When after a theorem, proposition, etc... you find (proof), it means that you need to know the proof. 

 

Published May 24, 2019 11:29 AM

You can find the solutions for the mock exam here.

Published May 23, 2019 6:44 PM

You can find the solutions for the compulsory assignment here.

Published May 22, 2019 8:04 PM

Please find here the exercises solved

Published May 21, 2019 9:21 PM

On Wednesday 22th May, we are going to solve a mock exam. 

Published Apr. 28, 2019 9:18 AM

Please find here a new version of the compulsory assignment, where I've corrected some typos and I've given some new hints.

Published Apr. 24, 2019 4:34 PM

The next Thursday, April 25, the lectures are cancelled because there is a mini-course on "Deep Learning in Scientific Computing",

Audtitorium 2, Vilhelm Bjerknes hus from 13:15-16:00.

You are all welcome to attend!

Published Apr. 18, 2019 1:23 PM

Please find here the compulsory assignment. Instructions are written on the paper.

Published Mar. 14, 2019 9:11 AM

The student's representative for the course is ?smund Hausken Sande. You can reach him at

Aahsande "at" gmail.com 

 

Published Jan. 16, 2019 9:08 PM

You can find the notes of the lectures in the folder on the left-hand side of the webpage.

Published Jan. 13, 2019 9:34 PM

Welcome to the course!

The first lecture will be next Wednesday, 16th of January.

The lectures will take place in the classroom 1020 in N.H.A. Hus.

Wednesdays: 10:15-12:00

Thursdays: 14:15-16:00

Please find here a tentative syllabus for the course and some general information.