STA447-January, 2011
Welcome to STA447. This is a follow-up course to STA347 . It is
essentially a strong introductory course in stochastic processes.
Lectures:
Check here for any posted lectures .
Course
Outline: Course outline including marking scheme.
Suggested Problems
Office Hours:
Thursdays from 5->6 .
Assignment
2 Fixed-
due Thursday, April 7 at 6:10PM. No late assignments accepted, no
group efforts. Be
sure to keep a copy of your assignment ( that is make a copy of what
you hand in).
Typos: In
question 2(i) the stopped process equation is not right. The 2nd Sn
in the RHS of the equation should be STe. Also in 2(ii) note
that the chance of winning is 1/2 . I have replaced the original
questions with the fixed ones. Thank you for pointing these out- pmcd,
April 2nd - 6:25PM.
Assignment 1 - this is a fairly easy
collection of problems worth 16% of your grade. It is due on Thursday,
Feb 17 at 6:10PM. No late assignments accepted, no group efforts. Be
sure to keep a copy of your assignment ( that is make a copy of what
you hand in).
Typos:
In
6(iii)
the second inequality should be an equality. That is it
should read <Xi, Xj>=0.
The test
will be held in SS1086 on March 24 from 6-9PM. You are responsible for
material up to and including page 10 of lecture9. I will be posting a
practice test on Monday or Tuesday as well as some further problems on
martingales and cts time processes ( by Sunday)..