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The assignment for this season is here. Deadline for submission in Canvas is October 23 at 16:00. 

The exam in this course is expected to be oral and held within  December 8,9,10, 2025. Save the dates! 

If you have any overlap with these dates, you can inform the lecturer no later than November 15.

If you do not intend to take the exam in this course this semester, then please remember to cancel your participation to ensure the best management and preserve your later possibilities. Rules for examinations at UiO/MI here.

Nikolas Recke  (nikolalr -- at -- uio.no)

Georg Ziegler Helle   (georgzh -- at -- math.uio.no)

Summaries of topics that will be covered is provided under schedule, there you find also suggested exercises for your personal in-depth study. Notes can be found in Canvas (login necessary). Reference books are available in Leganto (rebounced in Canvas).

We start the course on Monday 18th with an overview of the course: motivations and some review. For details see under schedule, where you will progressively find information on the development of the course.

The course has focus on stochastic calculus aimed at stochastic differential equations and modelling. It is mathematically intrinsically interdisciplinary, drawing from the realms of analysis and stochastic as the title suggests!

For the course we use the books by Baldi [B] and by ?ksendal [?], for details see in Leganto (it may be needed to login), accessible at UiO.