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