Kolokwium 1: 01.04.2015
Kolokwium 2: 20.05.2015
Poprawa: 03.06.2015, 8:00, aula 2



Literatura:

  1. F. C. Klebaner; Introduction to Stochastic Calculus with Applications, Imperial College Press, 2005
  2. Z. Brzezniak, T. Zastawniak; Basic Stochastic Processes, Springer, 2002
  3. B. Oksendal; Stochastic Differential Equations, Springer, 2003
  4. L. C. Evans; Introduction to Stochastic Differential Equations, Berkeley Lecture Notes, 2002