This course will be based on the material in the manuscript stochanal.

There will be no exams. Grades will be based on the homework assignments.

In preparation for the first topic, you might want to review the use of the Fourier transform

in probability theory. In particular, you should know Levy's Continuity Theorem and related

material. You can find this material in sec. 3.1 of the second edition of my Cambridge Press book

Probability Theory, an Analytic View.

Homework #1

Homework #2, due March 20th

solutions