Instruction

Name Cr Method of study Time Location Organiser
Stochastic analysis II 5 Cr Lecture Course 28.10.2019 - 10.12.2019
Stochastic analysis II 5 Cr Lecture Course 13.3.2018 - 2.5.2018

Target group

Optional course.

Master's Programme in Mathematics and Statistics is responsible for the course.

The course belongs to the Mathematics and Applied mathematics module.

The course is available to students from other degree programmes.

Prerequisites

Probability theory I,II, and their prerequisites

Learning outcomes

Stochastic calculus for semimartingales

Timing

Recommended time/stage of studies for completion: 1. or 2. year

Term/teaching period when the course will be offered: varying

Contents

Stochastic differential equations and applications

Study materials

Lecture notes; Bass "Stochastic Processes" CUP

Assessment practices and criteria

Exam and excercises, Course will be graded with grades 1-5

Completion methods

Exam, other methods will be described later