Course syllabus

Course PM

Course PM pdf-file.

Handouts etc

Not all material from Chapters 1-6 and 10 in Klebaner's book will be covered during lectures, but only selected topics from those chapters. Also, there are a few theoretical addition to the material in Klebaner's book. The details of these selections and additions are described here pdf-file.

Lecture notes on applications by Patrik Albin pdf-file.

Lecture notes on numerical methods for SDE by Stig Larsson pdf-file.


Link to Exercises.

Old Exams

Link to Old Exams.


The schedule of the course is in TimeEdit.

Additional information about the course can be found at Chalmers Student Portal.



Course summary:

Date Details Due