Professor Feng's Math 865 - Intro. to Stochastic Processes (Spring 2014)

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1. Text: Introduction to Stochastic Processes (2nd Edition)
   ---by Gregory F. Lawler. Publisher: Chapman and Hall/ CRC.

2. 
Professor Jin Feng's Office: 527 Snow Hall, Phone: 785-864-3764 
   Office hour: Tuesday, Thursday 3:50-4:30 pm or by appointment.
   Lecture time: Tuesday and Thursday. 2:30-3:45 pm at 564 Snow Hall.
   Email: jfeng@math.ku.edu


3. EXAMS (tentative schedule):
(exams are given in the lecture room except the final)
    Midterm:   March 13th, Take home exam:     Page 40, problem 1.20; Page 61, Problem 2.15.    (Due March 27)
    Final: TBA.

 Total grade will be based on 60% of homework grade, 20% midterm and 20% final.  



4.
Homework assignment:  
 Week one: 1.1, 1.2, 1.3, 1.5 (due Jan 30th)
 Week two: 1.9 (a-c), 1.10 (a-c)  Solutions (also including 1.5)
 Week four:  1.8 , 1.14, 1.17 (due Feb 18th) Solution
 Week five: 1.12 (a)-(c), 1.13 (a) (b), 1.18, 1.19 (due Feb 27th)
Solution
 Week six : 2.1, 2.3, 2.4, 2.7 (due March 6th)
Solution
 Week seven: 
2.8 (a)-(d), 2.9, 2.13 (due March 6th) Solution