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MS-E1991 - Brownian motion and stochastic analysis, 14.04.2020-22.05.2020

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Syllabus

Assignments

  • Assignments

    Assignments

    Exercises
    There are weekly problem sets, posted below.

    Course grade will be based on the exercises. Students are encouraged to write the solutions to the exercises including as much detail as possible and making sure that each step is clearly justified. Students submit their solutions as a single PDF file to the corresponding assignment folder. Photos of hand-written solutions must be converted to PDF file, the assignment folder accepts only a single PDF file.

    Exercise sessions are held on Fridays 14-16 (via Slack). These sessions are text-based online chats where the students and the TA can discuss the exercises or the topics studied during the week. Hints for exercises can be given, however, the students are encouraged to work by themselves.

    The teaching assistant Armando W. Gutiérrez will be in charge of the exercises.

    Course grading and honor code

    The written solutions to the weekly problem sets are graded, and course grades are primarily based on the total score of these (6 problems in each of the 6 problem sets).
    Each exercise is worth 3 points i.e. the students can get at most 18 points for each weekly problem set.

    As the grading is thus based on course work, let us adopt the following honor code to clarify to which extent the course work must be independent, and to which extent collaboration is allowed:
    • You may discuss problems with others (incl. TA), but everyone must write their own solutions independently.
    • A conference call in the end of the course (tentatively 28.-29.5.) is arranged, where you may be asked to explain selected solutions submitted during the course.
      UPDATE 21.5.2020: It is clear that the honor code has been respected, so there is no need to organize the conference calls.


    Problem set timetable

    • Problem set 1 due by Tuesday, April 21, at 10:00am (turn in solutions below)
    • Problem set 2 due by Tuesday, April 28, at 10:00am (turn in solutions below)
    • Problem set 3 due by Tuesday, May 5, at 10:00am (turn in solutions below)
    • Problem set 4 due by Tuesday, May 12, at 10:00am (turn in solutions below)
    • Problem set 5 due by Tuesday, May 19, at 10:00am (turn in solutions below)
    • Problem set 6 due by Tuesday, May 26, at 10:00am (turn in solutions below)

    • icon for activity Problem set 1 Assignment
      Problem set 1

      • Due by: Tuesday, April 21 at 10:00 am
      • Please submit your assignment as a single PDF file (photos are converted to PDF with e.g. PDF-Xchange which can be downloaded from https://download.aalto.fi/)


    • icon for activity Problem set 2 Assignment
      Problem set 2

      • Due by: Tuesday, April 28 at 10:00 am
      • Please submit your assignment as a single PDF file (photos are converted to PDF with e.g. PDF-Xchange which can be downloaded from https://download.aalto.fi/)


    • icon for activity Problem set 3 Assignment
      Problem set 3

      • Due by: Tuesday, May 5 at 10:00 am
      • Please submit your assignment as a single PDF file (photos are converted to PDF with e.g. PDF-Xchange which can be downloaded from https://download.aalto.fi/)


    • icon for activity Problem set 4 Assignment
      Problem set 4

      • Due by: Tuesday, May 12 at 10:00 am
      • Please submit your assignment as a single PDF file (photos are converted to PDF with e.g. PDF-Xchange which can be downloaded from https://download.aalto.fi/)


    • icon for activity Problem set 5 Assignment
      Problem set 5

      • Due by: Tuesday, May 19 at 10:00 am
      • Please submit your assignment as a single PDF file (photos are converted to PDF with e.g. PDF-Xchange which can be downloaded from https://download.aalto.fi/)


    • icon for activity Problem set 6 Assignment
      Problem set 6

      • Due by: Tuesday, May 26 at 10:00 am
      • Please submit your assignment as a single PDF file (photos are converted to PDF with e.g. PDF-Xchange which can be downloaded from https://download.aalto.fi/)


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    • School of Arts, Design, and Architecture (ARTS)
    • School of Business (BIZ)
    • School of Chemical Engineering (CHEM)
    • –sGuides for students (CHEM)
    • – Instructions for report writing (CHEM)
    • School of Electrical Engineering (ELEC)
    • School of Engineering (ENG)
    • School of Science (SCI)
    • Language Centre
    • Open University
    • Library
    • Aalto university pedagogical training program
    • UNI (exams)
    • Sandbox
  • CORONAVIRUS INFO
    • Koronavirus - tietoa opiskelijalle
    • Coronavirus - information for students
    • Coronavirus - information för studerande
    • Koronaviruksen vaikutus opiskeluun: kysymyksiä ja vastauksia
    • Effects of the coronavirus on studies: questions and answers
    • Coronaviruset och studierna: frågor och svar
    • Corona help for teachers
  • Service Links
    • MyCourses
    • - Instructions for Teachers
    • - Teacher book your online session with a specialist
    • - Digital tools for teaching
    • - Personal data protection instructions for teachers
    • - Instructions for Students
    • - Workspace for thesis supervision
    • WebOodi
    • Into portal for students
    • Courses.aalto.fi
    • Library Services
    • - Resourcesguides
    • - Imagoa / Open science and images
    • IT Services
    • Campus maps
    • - Search spaces and see opening hours
    • Restaurants in Otaniemi
    • ASU Aalto Student Union
    • Aalto Marketplace
  • ALLWELL?
    • Study Skills
    • Support for Studying
    • Starting Point of Wellbeing
    • About AllWell? study well-being questionnaire
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