Semester page for MAT4720 - Autumn 2025

Summaries of topics that will be covered is provided under schedule, there you find also suggested exercises for your personal in-depth study. Notes can be found in Canvas (login necessary). Reference books are available in Leganto (rebounced in Canvas).

We start the course on Monday 18th with an overview of the course: motivations and some review. For details see under schedule, where you will progressively find information on the development of the course.

The course has focus on stochastic calculus aimed at stochastic differential equations and modelling. It is mathematically intrinsically interdisciplinary, drawing from the realms of analysis and stochastic as the title suggests!

For the course we use the books by Baldi [B] and by ?ksendal [?], for details see in Leganto (it may be needed to login), accessible at UiO.