Messages

The mandatory assignment is now published here.

Deadline for submission is October 31st, 2024 within 15:00

Note that you have one attempt to pass the assignment. For passing at least 70 percent of the material should be correctly presented. The submission is electronic, a single pdf file, to be uploaded in Canvas. See here

You find the call for internship positions at NBIM for summer 2025 at this link. Interested?

The final evaluation in this course is an oral exam. The expected dates are December 2-4, 2024. Details will follow in due time.

At the bottom of the page in the link, you see a very short video featuring an alumni of ours in Stochastics. See what this one is doing now!

You can read here

You can read here (p? norsk -:)

We thank our students' representatives in this course

Egil Rolstad     egilrol -- at -- uio -- dot -- no

Adam Sobol    adamgs -- at -- uio -- dot -- no

You find updates on the topics treated at lecture as well as reference to the literature in the Schedule page. Also some support material is available in the folder Other Course Material that you find to the left menu of the course page for this semester.

Please follow-up closely these pages for updates.

We start the course on Tuesday August 20th with an overview of the course: motivations and some review. 

The course will focus on stochastic calculus aimed at stochastic differential equations and modelling.

For the course we shall use the books by Baldi [B]and by ?ksendal [?], for details see the dedicated page.

Welcome to the course!