Discrete time 
Exercises 1 (by Monday 02.02.2009, 16:00) 
Exercises 2 (by Monday 16.02.2009, 16:00) 

Exercises 3 (by Monday 23.02.2009, 16:00) 


Exercises 4 (By Monday 11.03.2009, 16:00) 


Continuous time 
Exercises 5 (by Monday 18.03.2009, 16:00) 
Revision topics 

Exercises 7 (worked examples and homework) 







Recommended and reference Literature:
1. D.R.Cox and H.~D.~Miller, The Theory of Stochastic Processes, Chapman & Hall, 1977.
2. G.R.Grimmett and D.R.Stirzaker, Probability and Random Processes, Clarendon Press, 1992.
3. P.G.Hoel, S.C.Port and C.J.Stone, Introduction to stochastic processes, Houghton Mifflin, 1972
4. D.L.Isaacson and R.W.Madsen, Markov Chains: Theory and Applications, Wiley, 1976.
5. H.C.Tuckwell, Elementary Applications of Probability Theory, Chapman & Hall, 1993.
6. K.L.Chung, Elementary Probability Theory with Stochastic Processes, Springer, 1974.
7. A.N.Shiryaev, Probability,
translated by R.P. Boas.
The handouts were prepared by A.Veretennikov with the help of recommended and reference literature.
© A.Veretennikov, 2008
© University of