Beskjeder

For orientation: the exam in MAT4700 is scheduled April 18th. At present we do not know whether it is going to take only one full day or more to examine all the candidates. We remind to all the candidates to confirm their wish of taking this exam.

ATTENTION: for those who attended today's class. Errata corrige to what was written on the blackboard: [It (f)-Is(f)] is independent of the sigma-algebra F_s of the filtration generated by the Brownian motion, only if f is a deterministic integrand. (careful to the exercises 4 and 5!)

Details about the program, pensum and exercises appear in the section "Detaliert undervisningsplan"

First class January 16! A presentation of the course is available here