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- Notes 1.8 was updated. (22 Jan.)
- On 25 Jan this Friday only we have a recitation at 3:00-4:00. The
location will be
tentatively at room 903 in the school
of social work building. at room 520 Math.
We cover 8.3-8.6 in the section 2.8.(22 Jan.)
- Notes 2.8 was posted. (23 Jan.)
- Notes 4.1 was posted. (25 Jan.)
- Recitation on 29 Jan: review
of the final of Probability I class last semester.
- The final
of Probability I class last semester was posted.
- Notes 4.1 was updated. (29
Jan.)
- Notes 4.1 was updated. (31 Jan.)
- Recitation on 5 Feb: Exercise
1-6 of Notes 4.1.
- Notes 4.2 was posted. (5 Feb.)
- Notes 4.1 and Notes 4.2 were updated. (7 Feb.)
- Mid-term exam will be held on
13 March.
- Recitation on 12 Feb:
Applications of Convergence theorems and Lebesgue decomposition.
- Notes 4.2 was updated. (12 Feb.)
- Recitation on 19 Feb: Exercises
in Notes 4.2.
- Notes 4.3 was posted. (19 Feb.)
- Notes 4.3 was updated. (21 Feb.)
- Recitation on 26 Feb: Exercises
in Notes 4.3 including 4.3.3.
- Notes 4.5 and a paper on
equivalent martingale measures and no-arbitrage were posted. (26 Feb.)
- The Midterm
of Probability II class last year was posted.(2 March)
- Notes 1.6 and
note on Kolmogorov-Censov Theorem were posted. (3 March)
- Recitation on 4 March: Exercises
in Notes 4.5 and 4.3.10.
- Notes 2.9
was posted. (6 March) The mid-term will cover everything including this material (there will be no posting of additional material before the mid-term).
- Recitation on 11 March: Exercises
9.10-9.13 in Notes 2.9.
- ROOM CHANGE only on Thu 27 March
Room 622(possibly Room 507)
- Final exam will be held on
13 May 4:10-7:00.
- Recitation on 25 March: Exercises
9.9 and other exercises in Notes 2.9.
- Notes 2.9
was updated. (28 March)
- Paper by Monroe
was posted. (30 March)
- Recitation on 1 April:
Exercises
in Notes 2.9.
- Notes 4.4 was posted. (1 April.)
- Papers by Azema and Yor, Chacon and Walsh
were posted. (4 April)
- Recitation on 8 April:
Exercises related to Skorohod embedding.
- Notes 2.7 was posted. (8 April.)
- Recitation on 15 April:
Exercises related to Large Deviation.
- Notes on Weak convergence was posted. (15 April.)
- Recitation on 22 April:
Exercises related to weak convergence.
- Notes 2.5, 2.9, 3.4 were updated. (24 April.)
- Notes on Feynman and Kac was posted. (24 April.)
- Final EXAM from last year was posted. (24 April.)
- Notes on Lindeberg-Feller Theorem was posted. (29 April.)
- Recitation on 29 April:
Exercise 2.9.22, 2.9.26 and related exercises.
- Recitation on 1 May:
Problem solving session from the final exam last year.
- Recitation on 6 May:
Exercise from Optimal stopping.
- Notes 4.6 was posted. (6 May.)
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