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Info and questions for the exam

Exercise.

Deadline: 27th of March
 

Note that this is not obligatory. But it is, as usual, highly recommended.

I have written a note on the local property of the Ito integral which will be part of the curriculum

/studier/emner/matnat/math/MAT4701/v15/localproperty.pdf

NB: corrected version as of 7th of May.

The student representatives for the course are:

-Peder Bruusgaard (pederbr@math.uio.no)

-Elena You (elenayo@math.uio.no)

If you have questions or comments that you don't want to take up with me directly, please contact them.

/studier/emner/matnat/math/MAT4701/v15/martingaleexercises.pdf

 

and the solutions.

Exercises from ?ksendals book: 2.1, 2.2, 2.3, 2.8, 2.12, 2.15, 2.17.
Additional exercise: Prove that the Brownian motion is r- H?lder continuous for any 0< r < 1/2.

To those of you presenting exercises: try not to use more than 10-12 minutes for your turn to present.