Kolokwium 1: 08.04.2020
Kolokwium 2: 27.05.2020

• Zadania

• Literatura:
• F. C. Klebaner; Introduction to Stochastic Calculus with Applications, Imperial College Press, 2005
• Z. Brzezniak, T. Zastawniak; Basic Stochastic Processes, Springer, 2002
• B. Oksendal; Stochastic Differential Equations, Springer, 2003
-> Rozwiazania niektórych zadań: Plik 1, Plik 2, Plik 3
• G. Grimmett, D. Stirzaker; One Thousand Exercises in Probability, Oxford University Press, 2001
• L. C. Evans; Introduction to Stochastic Differential Equations, Berkeley Lecture Notes, 2002