Markov processes and martingales
BMETE95MM07
2018/19. 1st semester
Classes
Wed 14.15-15.45 H405A and Thu 14.15-15.45 T604
Course syllabus
Exercises*
Homeworks
- 1st homework assignment (due at 12.15 on 19th Sep): homeworks 1.A-1.F
- 2nd homework assignment (due at 12.15 on 27th Sep): homeworks 2.A-2.C
- 3rd homework assignment (due at 12.15 on 3rd Oct): homeworks 3.A-3.C
- 4th homework assignment (due at 12.15 on 10th Oct): homeworks 4.A-4.C
- 5th homework assignment (due at 12.15 on 17th Oct): homeworks 5.A-5.F
- 6th homework assignment (due at 12.15 on 25th Oct): homeworks 6.A-6.C
- 7th homework assignment (due at 12.15 on 31st Oct): homeworks 7.A-7.D
- 8th homework assignment (due at 12.15 on 7th Nov): homeworks 8.A-8.D
- 9th homework assignment (due at 12.15 on 15th Nov): homeworks 9.A-9.D
- 10th homework assignment (due at 12.15 on 28th Nov): homeworks 10.A-10.C
Midterm tests
1st midterm test: 17th Oct 14.15 H45A questions
2nd midterm test: 5th Dec 14.15 H45A questions
Resit midterm tests: 10th Dec 12.00-13.00 (1st resit midterm test) and 13.00-14.00 (2nd resit midterm test) K275 questions1, questions2
Exams
questions1, questions2, questions3
Extra office hours before the exams:
- 18th Dec 2018 13.00-15.00 H45A
- 3rd Jan 2019 11.00-13.00 H45A
- 17th Jan 2019 14.00-16.00 H46
Literature
* Most of the exercises by courtesy of Károly Simon, some of them by courtesy of Bálint Tóth.