Math 881: Advanced Stochastic Calculus II

Syllabus and Course info

Syllabus: I will roughly follow Kavita's syllabus from last year:

Schedule info.

You can view some schedule info for this course on Google calendar here
Lectures Mondays and Fridays 3:30--4:50 in WEH 5310
There will be no class on 2/26, 3/22, 3/26, 4/12 because I will be traveling. (There will of course be no class on University holidays.)
To make up for the above, there will be extra classes on 1/20, 3/3, 3/31 and 4/21 from 3:30-4:50.
Office Hours Fridays after class and Tuesdays 11:00--12:00 in WEH 6124.
Presentations First set: 3/1 and 3/3. Second set: 4/19 and 4/21.
Midterm Monday Feb 22. Closed book, in class.
Final Your final will during Finals week, at a time that is scheduled by the Registrar, and can not be changed.

Class email list

I will use the mailing list math-881 to for announcements regarding this course. (I WILL NOT USE BLACKBOARD).


Presentations 10%, Homework 20%, Midterm 30%, Final 40%.


There will be five homework assignments, assigned every third week. You have two weeks to do each assignment, and it is due at the beginning of class. Late homework will never be accepted, no matter what.



Feedback at any time (either anonymous or signed) is always appreciated. You can use this form to send me (or your course assistant) anonymous (or signed) feedback. [Note: Evil spammers have been using this form to clutter my INBOX. Thus I have restricted access to this form to within domain.]

Questions? Comments? Send me hate mail? . Public Key DB04C471

Get Firefox! "I'm sorry I couldn't turn in my homework. I was watching the world series and got tied up proving it's absolute convergence."

Last modified: Tue 17 Aug 2010 11:28:46 PM EDT