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Wean Hall #6121
412 268 8419
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For hints or longer questions, come by my office hours and speak to me in person.
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|Lectures||MWF 3:30-4:50 in WEH 8201.|
|Office Hours||Mondays 11:30-12:20.|
This list will be used for all announcements related to this class. All students (and anyone auditing) should subscribe to this list using the above link. I will NOT use BlackBoard.
NOTE: Any student who is registered for this course on the first day of class will be automatically subscribed this mailing list. Everyone else should subscribe themselves using the above link.
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|Midterm||Wed, Oct 16. (Closed book, in class.)|
The final exam is be scheduled by the registrar at a time that can not be changed by mere mortals. You can find more information here.
|Grading||Midterm: 37.5%, final: 62.5%. (Approximately 20--40% of each exam will consist of questions that appeared on the homework.)|
This is an advanced Stochastic Calculus course aimed at Mathematics Ph.D. students. This course will present a rigorous, no holds barred, treatment of all the technicalities involved, and will expect the same level of work from the students. Undergraduates taking this course will be held to the same standard as graduate students.
A detailed list of topics, pre-requisites, and references can be found here.