KTH Mathematics |

SF2971 Martingales and Stochastic
Integrals
General course information
- Short course description
- Schedule spring 2018
- Plan for the course in 2018
- Reading suggestions
- Slides
- Find out what was done at the exercise sessions.
- Homework:
- Homework 1 Due February 12. Corrected February 2 (mistake in the definition of predicatble process in Exercise 4)!
- Homework 2 Due March 1. Here are the solutions
It is possible to hand in your home work in the mailbox marked SF outside the student affairs office at Teknikringen 8d. Make sure to write your own name and Camilla Landen on your home work to make sure that it makes it to the right person! The first homework has been corrected and you can pick it up at the student affairs office at Teknikringen 8d. If you have received 3 or more points on Homework 1, you do not have to do part (a) of Exercise 1 on the exam March 15 (or the re-exam June 8). If you have received 3 or more points on Homework 2, you do not have to do part (b) of Exercise 1 on the exam March 15 (or the re-exam June 8). - Solutions to some exercises in the lecture notes.
- Additional exercises with solutions.
- Old exams with solutions.
- Teachers: Camilla Landen (course responsible) and Martina Favero.
- Examiner: Camilla Landen.
E-mail address: landen@kth.se
Administrative matters
All questions concerning registration for the course, registration for the exams and other administrative matters should be addressed to the student affairs office.The homepage for the student affairs office can be reached via the following links:
Swedish
To Mathematical Statistics To Mathematical Statistics Courses |

Published by: Kevin Schnelli Updated: 12/06-2017 |