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Published Sep. 10, 2024 6:15 PM

You can read here

 

Published Sep. 3, 2024 2:13 PM

You can read here (p? norsk -:)

Published Aug. 27, 2024 4:52 PM
Thursday 26th September, 16:00-19:00, Abels utsikt, room 1259, 12. floor in Niels Henrik Abels hus.
To all students interested in Stochastics matters, its use in applications, finance, insurance, risk, energy, physics, etc, come and meet the people dealing with it!
Short presentation from the industry (surprise!! but linked to finance!), presentation of the group and what we deal with, also tips on courses and master thesis.
...
Published Aug. 27, 2024 4:47 PM

We thank our students' representatives in this course

Egil Rolstad     egilrol -- at -- uio -- dot -- no

Adam Sobol    adamgs -- at -- uio -- dot -- no

Published Aug. 25, 2024 6:10 PM

You find updates on the topics treated at lecture as well as reference to the literature in the Schedule page. Also some support material is available in the folder Other Course Material that you find to the left menu of the course page for this semester.

Please follow-up closely these pages for updates.

Published Aug. 12, 2024 3:02 PM

We start the course on Tuesday August 20th with an overview of the course: motivations and some review. 

The course will focus on stochastic calculus aimed at stochastic differential equations and modelling.

For the course we shall use the books by Baldi [B]and by ?ksendal [?], for details see the dedicated page.

Welcome to the course!