Math 285 (Stochastic Processes)

Spring 2011

Instructor: Patrick J. Fitzsimmons

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.)

    Last updated May 10, 2011