KTH Mathematics  


Mathematical Statistics

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.

    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!

    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).

    The corrected homeworks can be picked up at the SCI student affairs office.

  • 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
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Should you not find what you seek on this page you should send an e-mail to studentoffice@math.kth.se




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