Math 5161S12
Syllabus | HW
| Extras
Meeting
W 10:00-10:50, MSB407
F 9:00-10:50, MSB307
Instructor
Iddo Ben-Ari, first.last@uconn.edu
Office and hours: MSB M416, Wed
1:00-2:50,
or
by appointment (Spring 2012)
Phone: (860)486-8388 (no
voicemail).
Feel free to email me and drop by
my office anytime.
If I'm busy, I'll let you know.
Material
Textbook
Stochastic Processes by
Richard Bass. ISBN 978-1-107-00800-7.
Core is Ch. 1-5, 9-13,19-21 and 24,
but I hope we'll cover more.
Additional
reading
Brownian Motion and
Stochastic Calculus, Karatzas and Sherve
Foundations of Modern Probability,
Kallenberg
Stochastic Differential
Equations, Øksendal
Continuous Martingales and Brownian
Motion, Revuz and Yor