MATH-40051 and MATH-50051


Fall 2010. Professor Oana Mocioalca

Copyright Notice: All materials in this course are copyrighted (the copyright owner is Oana Mocioalca, unless otherwise specified). These materials cannot be used outside this course without permission.


Lecture 1

Lecture 2

Addendum to lecture 2

Lecture 3

Addendum to lecture 3

Lecture 4

Addendum to lecture 4

Lecture 5

Sample quiz

The actual quiz will be shorter than the sample

Solutions for the sample quiz

The quizz will be on Thursday, in room 158 (the same one we used so far) at 10:30AM

Lecture 6

Lecture 7

Addendum to lecture 6

Quizz solution

Lecture 8

Lecture 9

Addendum to lecture 8

Review of Markov Chains

Lecture 10

Homework on martingales, due Thursday

Homework on OST

Lecture 11

Lecture 12

Section on Doob Decomposition

Homework due Tuesday

Solutions for the homeworks on martingales and OST

Solution for the homework on Bm

Lecture 13

Lecture 14

Lecture 15

Homework solution plus extra