Ramon’s notes for the stochastic calculus and stochastic control course, ACM217, are complete! I’m going to be rereading them this summer, at the liesurely pace of a chapter per week, because I don’t feel comfortable with almost anything I did in class

At the same time, I’ll be going through Jacod and Protter and Grimmett and Stirzaker (this last because we used it as the text in ACM116, the probability course that I’ll have to take a qual on in August). There’s lot of other qual-related reading in my future: I’ll also be scanning Ablowitz and Fokas and Carrier Krook and Pearson and Jordan and Smith, and Verhulst, the texts for ACM101 (forget trying to read any of those), and Miller, which although not mentioned in class, seems like a bang-up introduction to asymptotic methods, the subject I’m most shaky on. For ACM106, my numerical methods course, I’ll be reading Trefethen and Bau and Strikwerda, and scanning some other numerical PDE notes/books for information on FEM, shock-tracking schemes, and other miscellany. Finally, for ACM104 and ACM105, the functional analysis and linear algebra courses, I’ll stick to the course notes (which are redactions of various texts) and maybe some outside reading on those things I still don’t quite grok (e.g. anything related to the spectrum of an operator).

Gonna be a busy busy summer.

Possibly relevant posts:

• ACM 116: Stochastic Processes (10/11/2006)
• Einstein and brownian motion (3/26/2007)
• El Fin (9/28/2007)