These are websites from all courses I have taught at CMU. The homework, exams and syllabus should be accessible to anyone. Solutions, however, are restricted to CMU faculty.
268: Multidimensional Calculus. Fall 2015, Spring 2018.
269: Vector Analysis. Spring 2012, Spring 2017, Spring 2019.
272: Introduction to PDE’s. Fall 2015.
341: Linear algebra. Fall 2009, Spring 2011.
372: PDE’s and Fourier Analysis. Spring 2012, Spring 2013, Spring 2014.
880: Stochastic Calculus. Fall 2010, Fall 2011, Fall 2012, Fall 2013.
881: Advanced Stochastic Calculus II. Spring 2010.
944: Stochastic Calculus for Finance 1. Spring 2017, Fall 2017, Fall 2019.
SPDE working group. Spring 2018.
All these notes are free and open source. You may modify and or use them for your own purposes, as long as you follow the licence terms.
Multi-variable Calculus
Brief lecture notes (from Fall 2015).
Class website for problems and references.
Undergraduate PDE
Class website for problems and references. I have typed solutions to all problems, which I can share with other instructors who are interested.
Source code. (These notes are hosted using ikiWiki.)
Stochastic Calculus for Finance
Brief lecture notes (from Fall 2017).
Class website for problems and references.
These lecture notes have been written entirely by students while taking courses taught by me. My only contribution is teaching the course and setting up the websites to host them.
You are free to edit, modify and redistribute these notes (under the terms stated in the respective licenses).
Measure Theory:
Class website for problems and reference.
Stochastic Calculus:
Lecture notes wiki by Ryan Murray, Jimmy Murphy and others.
Class website for problems and references.