Semester page for STK-MAT3710 - Autumn 2024

The solution to the assigment is now published. Please, check carefully and compare with yours.

You did a good job! The only thing that many did wrong is the step to take the infinite sum outside the integral in Problem 2a, which is actually pushing a limit out of the integral and, therefore, must be justified. Check whether you did this mistake and the solution. The step per se is not wrong, but it must be justified.

The way forward is to continue with Chapter 8 on martingales and stopping times. This is the last chapter. Then we will have a trial exam and I will publish exams from previous years.

Good luck!

I have updated the lecture notes. Things to note:

1) You have some solutions for Chapter 5. Try to solve the exercises from Chapter 5 if you have not done so, before checking the solutions.

2) Now you have everything until Chapter 6 (included). You can start trying to solve the exercises of Chapter 6 (Exercise 6.4 was solved on the blackboard yesterday).

3) I have rewritten the proof of the equivalent definition of almost sure convergence. It is the same as yesterday, but more rigorous and justifying measurability inside the probability. Also, please check the proofs of: Proposition 6.3.1 and Proposition 6.4.1.

4) Next week we will start Chapter 7 on conditional expectation and Wednesday will be devoted to solving more exercises from Chapter 5 and 6.

The mandatory assignment is now available in the menu below. You can also reach it by clicking the word assignment, not this one, but this one: assignment.

Deadline is 17th of October, at 14:30. Delivery of the assignment in canvas: canvas.uio.no in a single pdf file.

Good luck!

PS: I have also uploaded solutions to some exercises until Chapter 5.

All students are welcome to a social event on the 26th of September at 16:00 in the big room on the 12th floor.

Check the event in the link below and register if you would like to attend:

https://www.mn.uio.no/math/english/research/groups/risk-stochastics/for-students-and-alumni/meetings/MeetingSec3Fall2024.html

I have uploaded an updated version of the lecture notes with solutions for some exercises.

Thank you for a nice and cooperative discussion today! We will try to find the teaching methodology that maximizes overall utility :) I have been thinking and I have a proposal for the "practical" part of the course which I will present to you tomorrow (28th og Aug.). It is basically the following:

Lectures will be on the blackboard, preferably on Tuesdays. One week before you will be given a list of exercises to solve. On selected Wednesdays, you will solve the exercises and I will walk around and help you during the first hour. You can also come with your proposed solutions and ask me. In this way, I will get an idea of which exercises are most demanding. Those will be solved on the blackboard during the second hour, if needed. Only the solutions to the exercises that we have not been solved in the classroom will be uploaded, thus encouraging students to come a...