Math 467/567: Stochastic Processes Downloads:  Homework: Problems can be downloaded above. Week 1: Ch 1: 1-6. Ch 6: 9. Week 2: Ch 1: 8, 9, 15, 24, 28, 30, 36, 45. Ch 6: 10. Week 3: Ch 1: 13, 14, 31, 41, 46, 67, 70. Ch 6: 11a Week 4: Ch 1: 52, 53, 55, 57. Ch 5: 1, 2 (only prove the process is a martingale for these two). Ch 6: 11b Week 5: Ch 5: 1, 2 (the remaining parts), 3, 4, 7, 8, 11, 13, 16. Ch 6: 11c Week 6: Practice midterm. Week 7: Ch 2: 1, 4, 5 (as written, the answer could be "forever"; the question should be "how long should we expect to wait ..." assume exponential distributions), 7, 17, 22, 24. Ch 6: 11d Week 8: Ch 2: 34, 38, 41 (note: the probability that $N=n$ should be $p(1-p)^{n-1}$), 44, 52, 57, 62. Ch 6: 11e Week 9: Ch 6: 4, 6a, 7a, Explain in words how 11 shows the existence of Brownian motion (you should already have completed all the parts), 12.  Links: