Measure Theory and Stochastic Integration
5 credits
Reading list, Master's level, 1MA051
A revised version of the reading list is available.
Main group 1
- Øksendal, Bernt, Stochastic differential equations: an introduction with applications, 6. ed., Berlin, Springer, 2003Compulsory
* Compulsory
Syllabus
- Syllabus valid from Autumn 2020
- Syllabus valid from Spring 2019
- Syllabus valid from Autumn 2013
- Syllabus valid from Autumn 2012, version 2
- Syllabus valid from Autumn 2012, version 1
- Syllabus valid from Autumn 2009
- Syllabus valid from Autumn 2008, version 3
- Syllabus valid from Autumn 2008, version 2
- Syllabus valid from Autumn 2008, version 1
- Syllabus valid from Autumn 2007, version 2
- Syllabus valid from Autumn 2007, version 1