Welcome to MAT4720 Stochastic Analysis and Stochastic Differential Equations

Due to the Corona situation, we will this year have a "flipped classroom". This means that all of the curriculum will be available for you as online videos, and the curriculum will be discussed at physical lectures once (possibly twice) a week. The videos  are created by  Dr. Torstein Nilssen at the University of Agder, and the physical lectures will be given by Dr. Fabian Harang at UiO.  

Depending on the number of students signed up for the course, we might need to divide the class in two, which means that one half will be invited to come for physical lectures at Tuesdays, while the other half will be invited for physical lectures on Thursdays. More information on this will come by email soon.

Video lectures offer the advantage of repeated viewings. We highly recommend using this advantage, e.g. by watching the videos before the physical lecture and then once more after the physical lecture.

The video lectures will be the main curriculum, which means that we strongly recommend to follow the video lectures, by watching one video pr. week, and then do the exercises suggested for that week, before moving on to the next video lecture.

In the physical lectures at UiO, Fabian will be going through some of the material from the video lecture of the respective week, as well as some plenary excersises. Here you will have the chance to ask questions and discuss the curriculum.

Fabian will be available at Blindern as well, so if there is anything you can drop by his office 1004 in NHA.

There will be a mandatory assignment; more information will come closer to October.

We are looking forward to meet you,

-- Torstein Nilssen and Fabian Harang