- Week 12 (Due Dec 19 | Hints).
Finish reading Chapter 9.
Solve 9.6, 9.10, 9.11 [Hint: Ta >t is another way to say that
the maximum of Brownian motion by time t is at most a].
- Week 11 (Due Dec 11 | Hints).
Begin reading Chapter 9, Sections 1.1 and 1.2. Solve 9.1, 9.2, 9.3, 9.4,
9.5 [Hint: Riemann-approximation of integrals!], 9.7.
- Week 10 (Due Nov 25 | Hints).
There will be no lecture on the 19th of November [this is the one you were
warned about]. So please note the unusual deadline.
Solve 8.17, 8.21, 8.22, 8.27, 8.28, 8.29, 8.36.
- Week 9 (Due Nov 13 | Hints).
Continue reading Chapter 8 (Section 2).
Solve 8.11, 8.15, 8.16 [the first part; do not worry about
the convergence issue], 8.18, 8.19, 8.20, 8.26.
- Week 8 (Due Nov 6 | Hints).
Begin reading Chapter 8 (Sections 1.1-1.4).
Solve Chapter 7 problems 7.25, 7.30.
Solve Chapter 8 problems 8.1, 8.2, 8.3, 8.7, 8.8.
- Week 7 (Due Oct 30 | Hints).
Finish reading Chapter 7. Solve problems 7.5, 7.6, 7.11, 7.19, 7.21, 7.22.
- Week 6 (Due Oct 23 | Hints).
Read Chapter 7, Sections 1, 2, and 3. Work out in detail examples 7.10-7.14 [no need to turn this in].
Solve problems 7.1, 7.2.
- Week 5 (Due Oct 09 | Hints).
Continue reading Chapter 6. Solve problems 6.11, 6.13, 6.29, 6.32, 6.33.
- Week 4 (Due Oct 02 | Hints). Read Chapter 6. Solve problems 6.1, 6.3, 6.5, 6.8, 6.9, 6.10.
- Week 3 (Due Sep 25 | Hints). Read Chapter 5. Solve problems 4.14, 4.15, and 4.31 from Chapter 4.
Solve problems 5.4, 5.15, and 5.18.
- Week 2 (Due Sep 16 | Hints).
Read Chapter 4. Solve problems 4.1, 4.2, 4.3, 4.4.
- Week 1 (Due Sep 05 | Hints).
Read Chapter 3. Solve problems 3.2, 3.3, 3.4, 3.9.
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