MATH 923
Topics in Analysis: Stochastic Calculus and Analysis
Queen's University
Winter 2017
Instructor
TA
Abdol-Reza
Mansouri
416 Jeffery Hall
3-2419
mansouri@mast.queensu.ca
Textbook
Continuous Martingales and Brownian Motion (3rd ed.)
, by D. Revuz and M. Yor (Springer)
Lectures
Wednessday 17:00-18:30 (JEFFERY 319)
Thurssday 16:00-17:30 (JEFFERY 319)
Homeworks:
Homework 1
Homework 2
Homework 3
Homework 4