Math
285 (Stochastic Processes)
Spring
2011
Instructor
:
Patrick J. Fitzsimmons
Office: AP&M' 5715
Email:
pfitzsim at ucsd dot edu
Phone: 534-2898
Office Hours: MWF 2PM to 3PM, or by appointment
CORRECTION:
Homework 6, Problem 5.9: The definition of the function
g
is incorrect. Replace
P
f(x) = g(x)
by
P
f(x) - f(x) = g(x)
.
Click
here
or
here
or
here
or
here
for Brownian motion simulations. (The second link, when reloaded, gives a new Brownian path.)
Homework Assignments
Math 285 Course information
(
Syllabus
, in
.pdf
form)
Reference List
Handouts
UCSD Catalog entry for Math 285
Last updated May 10, 2011
