Wiki source code of Brownian motion, fall 2013

Last modified by hhonkasa@helsinki_fi on 2024/03/27 10:40
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1 = Brownian motion, fall 2013 =
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3 === Lecturer ===
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5 Juha Vuolle-Apiala
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7 === Scope ===
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9 5 sp.
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11 === Type ===
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13 Advanced studies
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15 === Prerequisites ===
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17 Knowledge of probability theory, f.ex. the courses "Todennäköisyysteoria I" and "Todennäköisyysteoria II". The courses "Levy processes" and "Stokastiset prosessit" are useful.
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19 === Contents ===
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21 The plan is to go through the 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.
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23 === Lectures ===
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25 Weeks 36-42 and 44-50, Friday 12-14 in room B322. A two-hour exercise class every second week.
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27 === Exams ===
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31 === Bibliography ===
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35 === [[Registration>>url:https://oodi-www.it.helsinki.fi/hy/opintjakstied.jsp?html=1&Tunniste=57072||shape="rect"]] ===
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37 Did you forget to register? [[ What to do?>>doc:mathstatOpiskelu.Kysymys4]]
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39 === Laskuharjoitukset ===
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41 |=(((
42 Ryhmä
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44 Päivä
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46 Aika
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48 Paikka
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50 Pitäjä
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53 1.
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55 Friday
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57 14-16
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59 B322
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61 Juha Vuolle-Apiala
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