MMAT5340 - Probability and Stochastic Analysis - 2024/25

Course Year: 
2024/25
Term: 
2

General Information

Lecturer

  • Tan Xiaolu
    • Office: LSB227
    • Email:

Teaching Assistant

  • LAN Tianxu
    • Email:
  • LIN Xiao Li
    • Email:

Time and Venue

  • Lecture: Monday 18:30 - 21:15; Yasumoto Int'l Acad Park LT3

Course Description

This course is designed for the M.Sc. Programme in Mathematics. This course focusses on the rigorous foundation in probability and discrete stochastic process theory (including the martingale and Markov chains) with applications in different areas. No prior knowledge of measure theory is assumed.


References

  • Peter Olofsson, Mikael Andersson, Probability, Statistics, and Stochastic Processes, Wiley, 2012, 2nd Edition.

Lecture Notes


Class Notes


Assignments


Solutions


Assessment Scheme

Homework 10%
Midterm 25%
Final 65%

Honesty in Academic Work

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.


Assessment Policy

Last updated: January 29, 2025 02:26:40