ST 746 Introduction To Stochastic Processes
Link: Syllabus.
Problem sets
Be sure to typeset your solutions in LaTeX, and print a hard copy to turn in.
- Problem set 1 (from Stochastic Processes by Varadhan): Exercises 1.1 - 1.6.
Due: beginning of lecture on 16 February 2026
- Problem set 2 (from Stochastic Processes by Varadhan): Exercises 2.1 - 2.7.
Due: beginning of lecture on 2 March 2026