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.

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