This is the course website for MA3238/ST3236, Stochastic processes I. (syllabus).

All the course materials are posted on IVLE, including the lecture notes, tutorial problem sets and homework assignments.

We use two textbooks.

Probability and Random Processes by Grimmett and Stirzaker

You can buy it in our COOP book store.

Essentials of Stochastic Processes by Durrett

This book is not available in our book store, but you can get a free copy of the beta version.

Homepage

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wangdong@wangd-math.xyz