Math 607 (CRN 35846)
<>Class Times, Days, and Place: 12:30-1:50pm UH, 210
DEA
Instructor: Hao Wang
Reference Books:
(1) Probability, by Leo
Breiman, published by Addison-Wesley Publishing Company
(2) Continuous Martingale and Brownian Motion
, Third edition, by Daniel Revuz and Marc Yor, published by Springer, 1999
(3) Stochastic Differential Equations, An Introduction with
Application,
Fifth edition, by Bernt Oksendal, published
by Springer, 2000
Office: 11A Deady Hall
Office Hours: Monday: 11:30-12:20pm, Wednesday:11:30-12:20pm
(Otherwise, you need to make an appointment with me by e-mail.)
Email: haowang@darkwing.uoregon.edu Web URL:
http://darkwing.uoregon.edu/~haowang/teaching/607_SPR2005/607.html Homework: Homeworks are due at
Thursday's lecture. Final Exam: There is a
take home final exam.