Stochastic Calculus and Applications (Lent 2018)

Time and Location: M-W-F, 9-10am; lectures in room MR5; example classes in room MR14

Lectures: Roland Bauerschmidt rb812, Example classes: Daniel Heydecker dh489

This course is an introduction to Itô calculus, in Part III of the Cambridge Tripos.

Revision classes

The revision classes will take place on Mo 28 May and Tu 29 May, 2-4pm in MR14.

Daniel will go through the question from 2016-2017.



Example Sheets

The example sheets will be posted here during the course of the term.

The example classes will take place in MR14. The tentative dates are:


I will mostly follow the following references: