Stochastic Differential Equations


News / Announcements:

Schedule:
01/02 (Löpker) Measure theory, probability
08/02 (Löpker) Measure theory, probability
22/02 (Löpker) Probability, Steele chapter 2
01/03 (Löpker) Steele chapter 2,3
08/03 (Löpker) Steele chapter 3,4
15/03 (Löpker) Steele chapter 4,6
22/03 (Löpker) Steele chapter 6,7
29/03 (Löpker) Steele chapter 7
19/04 (Bagchi) Steele chapter 8
26/04 (Bagchi) Steele chapter 9
03/05 (Bagchi) Steele chapter 9
10/05 (Bagchi) Steele chapter 13
Exercises/Solutions for the second part
26/04 Exercises, Solutions
03/05 Exercises, Solutions

Exam from 2009, Problems, Solutions
Lecture notes (+ exercises and solutions)

Solution Exercise 21 XXL
Written exam: !!! 7 students were upgraded by 1 grade, see the new list  RESULTS
(The column 'Nr.' shows the last 4 digits of the student number. The marked rows show the changed grades)

!!! Second exam:
There will be an oral examination in Twente on Friday 27th of August from 13:30 to 16:30.
Location: Citadel 224

You are kindly requested to inform Prof. Bagchi if you would like to participate.
Contact: Andreas H. Löpker, PhD - lopker(at)eurandom.tue.nl
TU/e Eindhoven,  HG 9.12, Phone +31 (0)40 247 2983
EURANDOM, LG.127, Phone +31 (0)40 247 8124

Prof. Bagchi, Twente:
http://wwwhome.math.utwente.nl/~bagchia/