Math 673
Class Times, Days, and Place: 14:00-14:50 MWF, Deady Hall 206
Instructor: Hao Wang
Textbook: Instructor's Lecture Notes
Reference Book: (1) Probability: Theory and Examples
by R. Durrett;
(2) Brownian Motion and Stochastic Calculus by I. Karatzas,
S.E. Shreve
(3) Probability and Measure by Patrick Billingsley
Office: 11A Deady Hall
Office Hours: M:3:00-4:30pm and W:3:00-4:30pm (Otherwise, you
need to make an appointment with me by e-mail.)
Tentative Coverage: This course is intended to cover some useful probability subjects such as Markov Chain, Brownian Motion, Markov Processes, Stochastic Analysis. This plan will be modified according to the interest and the background of most students registered in this course.
Grading Policy
Your course grade is determined by the sum of following performance scores: homeworks (total 50 scores) and final exam (total 50 scores).
Homework: Homework is due weekly before 3:00pm of the Friday. Late handing in homework will not be accepted. One homework will be dropped and the remaining homework scores will be averaged and contributed to the course grade. You can discuss with other students while working on your homework problems, but copying other students' answers is not allowed, otherwise a penalty of score deduction may be given. Your solution to each homework problem should be legible and should describe your ideas clearly. No details will have no scores. Please use 8.5" by 11" sheets to do your homework and don't forget to write down your name and student number (last four digits of your SSN) on each page. Poor attendance may alter this policy; see "Attendance" below.
Exam: For the final exam, you can bring your text book, but discussing and any cheating are not allowed during the exam, otherwise a penalty of score deduction from your exam may be given. Your solution to each exam problem should be legible and describe your ideas clearly. No details will have no scores. The final exam will start at 15:15pm, Monday, June 11th, 2001.
Attendance: You are responsible for all the announcements,
changes, course information, and topics that I cover in class. If you miss
a substantial number of lectures (more than 5) without discussing the matter
with me and without a valid excuse, I may refuse to accept homework from
you, late or on time.
All the homework questions