Applied Stochastic Analysis |
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Welcome to the class website for the course Applied Stochastic Analysis. The class will focus on central topics in the calculus of stochastic processes and on related applications in the natural sciences and engineering. For more details see the syllabus and the topics listed below. Selection of Topics
For more information see the syllabus Δ. Grading:The grade for the class will be based on the homework assignments (see policy below), a midterm exam, and take-home final exam as follows: Homework Assignments 30% Homework Policy:Assignments will be made periodically in the class as appropriate and posted on the website. While it is permissible for you to discuss materials with classmates, the submitted homework must be your own work. Exams:The midterm exam assigned on Thursday, October 27th in class is due on Thursday, November 10th. Midterm Exam [PDF Δ]. The final exam is due on Thursday, December 8th. Final Exam [PDF Δ]. The take-home final exam will be given toward the end of the quarter. Supplemental Class Notes:Class Annoucements:Edit: Main | Menu | Description | Info | Image | Extras || View Extras | Log-out |