mathstatKurssit

Matematiikan ja tilastotieteen laitoksen kurssisivualue

Skip to end of metadata
Go to start of metadata

Brownian motion, fall 2015

 

Teacher: Juha Vuolle-Apiala 

Scope: 5 cr

Type: Advanced studies

Teaching:

Topics: The plan is to go through some central properties of d-dimensional Brownian motion. We will also consider the connection between Brownian motion and the classical potential theory, including the Laplace operator and harmonic functions.

Prerequisites: Knowledge of probability theory, f.ex. the courses "Todennäköisyysteoria I" and "Todennäköisyysteoria II". The courses "Levy-processes" and "Stokastiset prosessit" are useful.

News

  •  

Teaching schedule

Weeks 36-42 and 44-50, Friday 10-12 in room B321.  A two-hour exercise class every second week.

Exams

 

Course material

 

Registration

 
Did you forget to register? What to do?

Exercises

Assignments

  • Set 1
  • Set 2

Exercise classes

GroupDayTimeRoomInstructor
1.Friday 12-14 B321 Juha Vuolle-Apiala 

Course feedback

Course feedback can be given at any point during the course. Click here.

  • No labels