Last instructions for the exam

Please check that the version of the lecture notes is the one with the date May 27, 2019. You can find the date at the bottom-left of each page (except for the first page of each chapter).

For the material in Chapter 6-10, focus on knowing results with name (at least its statement) and the kind of questions I put on the trial exam: Itô's formula and martingality criterion for (exponentials of) Lévy-type stochastic integrals.  

I wish you good luck! (but prepare well the exam :-) )

Published June 7, 2019 10:41 AM - Last modified June 7, 2019 10:41 AM