Teaching

My teaching responsibilities for 2015-2016 are:

  • Term One:

    Mathematics 546 Section 101 Continuous Time Stochastic Processes.

    Lecture TTh 9:30-11:00 Math Annex 1118

    Office Hours: T 11:05-12:30, W 1:20-2:45 in Math Annex 1207.

    Course outline.
    Homework 1 (due Oct. 6)
    Homework 1 Solutions
    Homework 2 (due Oct. 22)
    Homework 2 Solutions
    Homework 3 (due Oct. 29)
    Homework 3 Solutions
    Homework 4 (due Nov.12)
    Homework 4 Solutions
    Homework 5 (NEW DUE DATE IS Dec. 1)
    Homework 5 Solutions
    Homework 6 (due Dec. 10)
    Homework 6 Solutions
    Lemma 4.18
    Theorem 4.32-uniqueness
    Notes on Wiener Measure
    Proof of Theorem 6.4
    Proof of Novikov's Theorem 6.13
    Lecture Notes on Girsanov's Theorem

  • Term Two:

    Mathematics 103 Section 201 Integral Calculus with Applications to Life Sciences.

    Lecture MWF 10:00-11:00 Math 100; 12:00-1:00 West Mall Swing Space 222

    Course webpage may be found at MATH 103
    Course Notes
    Summation Formula
    2015 Final Exam solutions

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