Fall 2015 Course Syllabus - Mathematics 9310.001
Course: Mathematics 9310.001.
Course Title: Seminar in Probability II.
Time: MW 12:00-13:20.
Place: WACHMAN Hall 1036.
Instructor: Yang, Wei-Shih.
Instructor Office: Wachman Hall 534.
Instructor Email: ws.yang@temple.edu
Instructor Phone: (o) 215-204-1658.
Office Hours: MWF 14:50-15:50.
Prerequisites: Graduate level real analysis, graduate level probability theory or permission by the instructor.
Textbook: Durrett, R., Stochastic Calculus: A Practical Introduction, Second Edition, Probability and Stochastics Series, CRC Press, 1996. ISBN:9780849380716.
Course Goals: In this course we will focus on current issues of researches in classical and quantum probability theory. The background topics cover martingales, Brownian motion, stochastic integral, diffusion processes, stochastic differential equations, the Ito formula, the Feynman-Kac functional and the schrodinger equation, the Black-Scholes equation, mathematical finance, and the principles of quantum probability and quantum computing. The advanced topics will be then selected from areas of mathematical finance, stochastic calculus, quantum computation and quantum information, depending on the interests of students and the instructor. Rigorous probability theory, stochastic processes and quantum information will be developed throughout the course. This course will give students a solid foundation for their researches in the areas and also provide opportunities for general students to learn probabilistic methods.
Topics Covered: See above.
Course Grading: Homework 50% and Presentations 50%.
Exam Dates: Dates to be announced.
Attendance Policy: Attendance is required.
Any student who has a need for accommodation based on the impact of a disability should contact me privately to discuss the specific situation as soon as possible. Contact Disability Resources and Services at (215) 204-1280, 100 Ritter Annex, to coordinate reasonable accommodations for students with documented disabilities.
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Students will be charged for a course unless dropped by the Drop/Add deadline date given below.
During the first two weeks of the fall or spring semester or summer sessions, students may withdraw from a course with no record of the class appearing on the transcript. In weeks three through nine of the fall or spring semester, or during weeks three and four of summer sessions, the student may withdraw with the advisor's permission. The course will be recorded on the transcript with the instructor's notation of "W," indicating that the student withdrew. After week nine of the fall or spring semester, or week four of summer sessions, students may not withdraw from courses. No student may withdraw from more than five courses during the duration of his/her studies to earn a bachelor's degree. A student may not withdraw from the same course more than once. Students who miss the final exam and do not make alternative arrangements before the grades are turned in will be graded F.
The grade I (an "incomplete") is reserved for extreme circumstances. It is necessary to have completed almost all of the course with a passing average and to file an incomplete contract specifying what is left for you to do. To be eligible for an I grade you need a good reason and you should have missed not more than 25% of the first nine weeks of classes. If approved by the Mathematics Department chair and the CST Dean's office, the incomplete contract must include a default grade that will be used in case the I grade is not resolved within 12 months.