MMAT5340 - Probability and Stochastic Analysis - 2024/25
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