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Here you find a list of the theory questions you must prepare for the exam. If you have any questions about the fina syllabus contact me.

This is an example of exam. There are some theory questions (or results proved in class) as well as some exercises. You can find the solution of these exercises here.

Important: Prepare also the theory questions in this exam as some of them can be asked again in the final exam.  

The solution to the midterm assignment is here

Please find the midterm assignment here. Please read carefully the instructions.

The student representative for this course is 

Pere D¨ªaz Lozano peredl at math.uio.no

A gathering for students, an insight about Mathematics in Industry: Unlocking Potential Through Advanced Methods!, some chats and substantially more about the people dealing with Risk and Stochastics. 

Registration mandatory, limited places, first come, first serve basis. Take a look here

Welcome to the course MAT4790/9790 Stochastic Filtering. 

The course will start Monday 21th of August. There will be lectures each Monday and Tuesday at the same hour 12:15 to 14:00 and at the same place Room 1020 NHA hus.

Every week I will upload the handwritten lectures (and exercises) on the web. This information will appear in "Schedule".