Rough lecture plan until Easter: ¡­

Rough lecture plan until Easter:

• Atle completes his series on discrete-time stochastic optimization on the 18th.
• Feb 24th [corrected from 25th, - Nils] I will start on numerical methods. I expect this to take two weeks -- we'll see what we need. I will find and post some reading material in due course.
• March 10th I will start on continuous-time stochastic processes and stochastic calculus (integration and differential equations). I will also cover some linear algebra for solving linear differential equations (the Ornstein--Uhlenbeck process), and a bit of general martingale theory. Reading material here will be from Seierstad chapter 4, but I will probably find supplementary material.

Seminars:

• Next seminar: 22nd.
• Then: To be decided.

Teaching-free week:

• Suggestion: Not until Easter, unless it turns out to fit a revised schedule.

-- Nils