Math 495  HW Set 12
Stochastic Processes
Professor Wickerhauser

Due Wednesday, April 25th, 2018 at the end of class.
LATE HOMEWORK WILL NOT BE ACCEPTED.

These exercises are from Gregory F. Lawler's textbook
"Introduction to Stochastic Processes," second edition, ISBN 978-1-58488-651-8,
Chapman and Hall/CRC Press, second edition, 2006.

Read Chapter 9, "Stochastic Integration," sections 9.4--9.9, pp.209--228

Required:
Section 9.10, p.230:  9.5
Section 9.10, p.230:  9.7
Section 9.10, p.230:  9.8
Section 9.10, p.230:  9.9


Optional:
Read Chapter 7, "Reversible Markov Chains," pp.155--170
Section 7.5, p.170:  7.2
Section 7.5, p.171:  7.7



* I judge these to be more challenging.