18.176 Spring 2017

This course will be based on the material in my book Elements of Stochastic Calculus and Analysis. 
hardback ISBN # 978-319-77037-6, ebook ISBN # 978-319-77038-3.   Here is a growing list of errata.


There will be no exams.  Grades will be based on the homework assignments.  The grader for the course is Jie Jun Ang.  Assignments can be sent electronically to him at angm@mit.edu or turned in at the end of class. 
Because solutions will posted shortly after the due date, late homeworks will not be counted.

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.  



Assignments

Homework #1 due Feb. 20th:  1.1, 1.2, 1.3, 1.4
solutions

Homework #2 due March 6th:  2.1, 2.2, 2.4, 2.5
solutions  (all chapter 2 problems)

Homework #3 due March 22nd:  3.2, 3.3, 3.4, 3.5, 3.6
solutions

Homework #4, due April 19th:  3.7, 4.1, 4.2, 4.3, 4.4
solutions

Homework #5, due May 10th:   4.4, 5.1, 5.2, 5.3, 5.7
solutions