Oral exam on 4., 5. and 6. June !

The oral exam is distributed over 3 days (starting at 9:00 am), that is

4. June, Monday: Ullev?l, room Hurricane,

5. June, Tuesday: Blindern, NHA, room UE32

6. June, Wednesday: Blindern, NHA, room UE32

The exam procedure is as follows: The exam takes 45 min. and essentially consists of two parts:

1. Talk/ presentation of a topic of free choice about stochastic analysis. The title and topic of the presentation are supposed to be communicated to me (by e-mail) latest 2 days before the exam and approved by myself. The length of the talk is limited to about 20 minutes and the form of the presentation is up to the candidate (blackboard, beamer,...).

2. General questions about stochastic analysis. 

The lecture notes can be found on the website of our course.

A set of exam relevant topics and exercises can be downloaded here: topics, exercises

The pensum of the course comprises the chapters 2 to 10 in my lecture notes (chapter 10, only up to Th. 10.4) or see the corresponding topics in the book of ?ksendal).