Homepage of Károly Simon Stochastic Proceses, BMETE95AM41
The course syllabus.
Hand written notes of the lectures 26-27 October .
Hand written notes of the lectures 2 November.
The required material for the theoretical part of the exam.
File A of the slide of the lectures.
File A of the slide of the lectures, 8 slides of a page version
File B of the slide of the lectures.
File C of the slide of the lectures.
File D of the slide of the lectures.
File E of the slide of the lectures.
File F of the slide of the lectures.
Homeworks.

Download Durrett's book from this link.


I recommend that you should watch this youtube video by Dr Kelsey Houston-Edwards before the first lecture.


I recommend that you should also watch this youtube video by Dr Kelsey Houston-Edwards before the first lecture.