Statistics for Stochastic Processes
Lent Term 2016
Lectures: Wednesdays and Fridays 12-13 in MR 13
Example classes: Thursday 18 February and Thursday 10 March, at 15 in MR15
Revision example class: Tuesday 10 May, at 15 in MR14
Here are the exercises for the course: Example Sheet 1, Example Sheet 2
Here are the new lecture notes for the 2016 lecture.
I have written lecture notes for my previous 8-hour-course on Statistics for Stochastic Processes in 2015.
For the second part of the course I recommend the book Lévy Matters IV.
Background on stochastic calculus will not be assumed but will be useful.
As reference I recommend the lecture notes on Stochastic Calculus and
Applications by Nathanaël Berestycki.
back to Jakob Söhl's page