Lecturer |
| Shieh Narn-Rueih Office: LSB 214 Tel: 39438900 Email: |
Time and Venue |
| Lecture: Thursday 2:30-5:15 PM, Science Centre 139 |
This course addresses the following aspects of Probability Theory: 1. Brownian Motion; 2. Ito integrals and Ito processes; 3. Stochastic differential equations; 4. Some diffusion theory; 5. Functional Convergence of RWs to BM ( Donsker's Theory).
| assignments presentations | 50% | |
| project presentations | 50% |
The Chinese University of Hong Kong places very high importance on honesty in academic work submitted by students, and adopts a policy of zero tolerance on cheating and plagiarism. Any related offence will lead to disciplinary action including termination of studies at the University. Although cases of cheating or plagiarism are rare at the University, everyone should make himself / herself familiar with the content of the following website:
http://www.cuhk.edu.hk/policy/academichonesty/and thereby help avoid any practice that would not be acceptable.