from August 22, 2011 to September 3, 2011 (Europe/Ljubljana)
Europe/Ljubljana timezone
Homework

Below you can find a pdf file with 22 problems and a link to 4 problems by Prof. Pistorius.

If you wish to obtain the 15 ECTS, you have to hand in correct solutions to at least 20 of the problems including at least two of the problems by Pistorius. The deadline to submit the solutions is Friday, October 21, 2011 It is also possible to obtain partial credits for part of the work. Minimal number is 3 ECTS. You can submit the solutions at the Department's receptionist at Jadranska ulica 21, Ljubljana, or you can e-mail them to finmat11@fmf.uni-lj.si>.

Each student has to solve the problems by himself/herself. You may use any literature and any mathematical software. Please give the complete list of your references, including the web pages. The problems have to be solved correctly and completely. If you have any questions, please contact the Summer School organizers at finmat11@fmf.uni-lj.si.

>> 22 problems

>> 4 problems by Prof. Pistorius


Notice

There are some typos in the Problem 17:
  • Sn should be defined as finite sum of Ys: Sn = Y1 + ... + Yn.
  • The probability P(Stau=-a) should be b/(a+b).
  • The expected value E(tau) is ab, not E(Stau)
  • Function g should be concave.

>> Problem 17 in corrected form