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 9 March 2026
- Problem set 3 (from Stochastic Processes by Varadhan): Exercises 3.1 - 3.4
Due: beginning of lecture on 30 March 2026
- Problem set 4 (from Stochastic Processes by Varadhan): Exercises 4.1 - 4.6
Due: beginning of lecture on 13 April 2026
- Problem set 5 (from Stochastic Processes by Varadhan): Exercises 5.1 - 5.2
Due: beginning of lecture on 27 April 2026