Marius Zoican
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Fall 2013

Solutions Exam October 2013

The course will have 7 ordinary TA sessions: 
  1. Four sessions of 60 minutes for the Measure Theory part of prof. de Haan, scheduled on Wednesdays late afternoon from 11th September to 2nd October to discuss homework exercises. Assignments will be given on Friday due the following Tuesday. Prof. de Haan will do the grading.
  2. Three sessions of 90 minutes for the Stochastic Processes part of prof. Spreij, scheduled on Thursdays late afternoon from 3rd-17th October. Exercises covered are separate from the homework exercises. Assignments will be given weekly, and will be doing the grading (for this part, expect the homework to count in for 20 to 25 percent of the final grade).

(Preliminary) Schedule of TA Sessions (as of September 5th)


Part 1 - Measure Theory (prof. de Haan)
Session 1: Wednesday, 11.09 , 17:00-18:00 (Room Shanghai)
Session 2: Wednesday, 18.09, 17:00-18:00 (Room Shanghai)
Session 3: Wednesday, 25.09, 16:30-17:30 (Room Shanghai)
Session 4: Tuesday, 1.10, 16:30-17:30 (Room Shanghai)


Part 2 -  Stochastic Processes (prof. Spreij)
Session 5: Thursday, 3.10, 16:30-18:00 (Room Sydney)
  • Synopsis on Brownian Motions (Sections 3.1-3.3)
Session 6: Thursday, 10.10, 16:30-18:00 (Room Sydney)
  • On Conditional Expectations and Independence
  • Extra exercise Ito's lemma
Session 7: Thursday, 17.10, 16:30-18:00 (Room Amsterdam)

Fall 2012

Schedule of TA Sessions:

Session 1: Wednesday, 7.11 , 11:00-12:00 (Room Amsterdam)
Session 2: Wednesday, 14.11, 11:00-12:00 (Room Amsterdam)
Session 3: Wednesday, 21.11, 11:00-12:00 (Room Amsterdam)
Session 4: Thursday, 29.11, 13:00-14:00 (Room Moscow)
Session 5: Wednesday, 5.12, 16:00-17:00 (Room Amsterdam)
Session 6: Thursday, 13.12, 14:00-15:00 (Room Moscow)
Session 7: Thursday, 20.12, 13:00-14:00 (Room Shanghai)
Extra TA Session: Tuesday, 29.01, 13:30-14:30 (15:00 ?)  (Room Shanghai)

Materials
  • Note on conditional expectations and independence
  • Some Poisson Integrals Intuition
  • Synopsis on Brownian Motions (Sections 3.1-3.3)

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