MATH 923
Topics in Analysis: Stochastic Calculus and Analysis
Queen's University
Winter 2018
Instructor
TA
Abdol-Reza
Mansouri
416 Jeffery Hall
3-2419
mansouri@queensu.ca
Textbook
Continuous Martingales and Brownian Motion (3rd ed.)
, by D. Revuz and M. Yor (Springer)
Lectures
Wednesday 17:00-18:30 (JEFFERY 319)
Thursday 16:00-17:30 (JEFFERY 319)
Homeworks:
Homework 1
Homework 2
Homework 3
Homework 4
Homework 5
Homework 6
Homework 7
Homework 8
Homework 9
Presentation Schedule (Friday April 20, Jeffery 422):
9-10am: Burkholder-Davis-Gundy Inequalities (Greg)
10-11am: Brownian Martingales (Alireza)
11am-noon: Local Time (Curtis)
noon-1pm: Girsanov Theorem (Mohammad)