Markov processes and martingales
BMETE95MM07
2022/23. 2nd semester
Classes
Mon 14.15-15.45 H405A and Wed 12.15-13.45 H405A
Lecture diary
Course syllabus
Exercises*
Exam topics
Homeworks
- 1st homework assignment (due at 14.15 on 13th Mar): homeworks 1.A-1.C
- 2nd homework assignment (due at 14.15 on 20th Mar): homeworks 2.A-2.C
- 3rd homework assignment (due at 14.15 on 27th Mar): homeworks 3.A-3.C
- 4th homework assignment (due at 14.15 on 3rd Apr): homeworks 4.A-4.C
- 5th homework assignment (due at 14.15 on 17th Apr): homeworks 5.A-5.C
- 6th homework assignment (due at 14.15 on 24th Apr): homeworks 6.A-6.C
- 7th homework assignment (due at 12.15 on 3rd May): homeworks 7.A-7.C
- 8th homework assignment (due at 12.15 on 10th May): homeworks 8.A-8.C
- 9th homework assignment (due at 12.15 on 17th May): homeworks 9.A-9.C
- 10th homework assignment (due at 12.15 on 24th May): homeworks 10.A-10.C
Midterm tests
1st midterm test: 5th Apr 12.15 questions
2nd midterm test: 31st May 12.15 questions
Resit midterm tests: 8th June (Thu) 8.30-10.00 1st midterm, 10.15-11.45 2nd midterm H45A
Exams
questions1,
questions2,
questions3
Question sessions before exams
- 12th June Mon 13.00-14.00 in H663
- 21st June Wed 13.00-14.30 online
- 30th June Fri 14.00-15.00 online
Literature
* Most of the exercises by courtesy of Károly Simon, some of them by courtesy of Bálint Tóth.