Computational Stochastic Processes

This page contains some of the material for the course MATH97016/MATH97094: Computational Stochastic Processes. The course material was initially developed by Grigorios Pavliotis, and it later received improvements from Andrew Duncan and Susana Gomes. In particular, the lecture notes linked below were assembled by Andrew Duncan, and the handwritten part of the notes distributed weekly were written by Susana Gomes.


Office hours
Tuesday 15:00-16:00, or by email appointment.

Lecture notes

Problem sheets and coursework

Hints for the coursework:

If you suspect that a bug in your code is preventing you from advancing to the next question, feel free to email me the problematic bit of code and I'll see if can spot possible typos.

Python examples

If you find bugs in the codes, or if you worked on a code example that could benefit the class, do not hesitate to drop me an email. Alternatively, you can open an issue or a pull request at the git repository.