Syllabus/achievement requirements

The presentation of the course is available:

 

  • pdf

 

The main reference book for the course will be:

Bernt ?ksendal: Stochastic Differential Equations, 2003. Springer. (6th Edition).

Occasional references and some results are taken from the book:

I.Karatzas and S.E. Shreve: Brownian Motion and Stochastic Calculus, 1991. Springer-Verlag . (2nd Edition).

Eventual additional material and references will be given in class.

Published Jan. 8, 2009 12:25 PM - Last modified Dec. 9, 2024 1:47 PM