Math 6810 (Probability)
Fall 2012
Lecture notes
Pieter Allaart
University of North Texas
September 23, 2012
2
Text: Introduction to Stochastic Calculus with Applications, by Fima C. Klebaner (3rd
edition), Imperial College Press.
Other recommended reading
Math 6810 (Probability)
Fall 2012
Lecture notes
Pieter Allaart
University of North Texas
October 26, 2012
2
Text: Introduction to Stochastic Calculus with Applications, by Fima C. Klebaner (3rd
edition), Imperial College Press.
Other recommended reading:
Math 6810 (Probability)
Spring 2013
Lecture notes
Pieter Allaart
University of North Texas
January 30, 2013
2
Text: Introduction to Stochastic Calculus with Applications, by Fima C. Klebaner (3rd
edition), Imperial College Press.
Other recommended reading
Math 6810 (Probability)
Fall 2012
Lecture notes
Pieter Allaart
University of North Texas
August 28, 2012
2
Text: Introduction to Stochastic Calculus with Applications, by Fima C. Klebaner (3rd
edition), Imperial College Press.
Other recommended reading: (
Math 6810 (Probability)
Fall 2012
Lecture notes
Pieter Allaart
University of North Texas
April 16, 2013
2
Text: Introduction to Stochastic Calculus with Applications, by Fima C. Klebaner (3rd
edition), Imperial College Press.
Other recommended reading: (D
Math 6810 (Probability)
Fall 2012
Lecture notes
Pieter Allaart
University of North Texas
February 19, 2013
2
Text: Introduction to Stochastic Calculus with Applications, by Fima C. Klebaner (3rd
edition), Imperial College Press.
Other recommended reading: