Stochastic Analysis
2025 Spring
- Instructor: Balazs Rath
Midterm info:
- Plese have a (student) ID card or a passport or a driver's licence with you.
- Please do not use electronic devices.
- You can prepare and use a (one-sided) A4-size formula sheet with your 15 favourite mathematical formulas written on it.
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- Please read again the parts of syllabus that concern midterms: CLICK
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- Midterms are written during the first 45 minutes of the first Wednesday lecture.
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First midterm:
- 2025 First Midterm material:
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- From the list of exercises solved in class in 2025, see exercises 1,2,3,..,25: CLICK
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- Related homework sheets: HW1, HW2, ..., HW5
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Earlier first midterms (note that the course schedule changed in 2021):
- 2016 midterms and solutions:
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- First midterm (October 13, 2016):
CLICK, Solutions: CLICK
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- First make-up midterm (December 7, 2016):
CLICK, Solutions: CLICK
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- Further first make-up midterms (2016):
CLICK1, CLICK2, CLICK3,
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2018 midterms and solutions:
First midterm (October 11, 2018), GROUP A: CLICK, Solution: CLICK,
First midterm (October 11, 2018), GROUP B: CLICK, Solution: CLICK
First midterm (December 6, 2018): CLICK, Solution: CLICK
First midterm (December 12, 2018): CLICK
First midterm (December 14, 2018): CLICK
2021 midterm exercies and solutions:
See the folder titled "Midterm_1_related_material" of the Stoch.Anal. 2025 Microsoft Team
2023 midterms and solutions:
First midterm (April 20, 2023): CLICK, Solution: CLICK,
Make-up midterm of first midterm (May 10, 2023): CLICK, Solution: CLICK,
2025 midterms and solutions:
First midterm (March 26, 2025): CLICK, Solution: CLICK,
First make-up midterm (April 10, 2025): CLICK, Solution: CLICK,
First make-up midterm again (May 28, 2025): CLICK, Solution (written by Google Gemini): CLICK,
Second midterm:
- 2025 second midterm material:
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- From the list of exercises solved in class in 2025, see exercises 26, 27,..., 54, 55: CLICK
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- Related homework sheets: HW6, HW7, HW8, HW9
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Earlier second midterms (note that the course schedule changed in 2021):
2016 midterms and solutions:
Second midterm (November 24, 2016):
CLICK, Solutions: CLICK
Second make-up midterm (December 7, 2016):
CLICK, Solutions: CLICK
Further second make-up midterms (2016):
CLICK1, CLICK2, CLICK3,
(for some of the solutions, see the folder titled "Midterm_2_related_material" of the Stoch.Anal. 2025 Microsoft Team)
2018 midterms and solutions:
Second midterm (November 22, 2018), GROUP A: CLICK, Solution: CLICK,
Second midterm (December 6, 2018): CLICK, Solution: CLICK
Second midterm (December 12, 2018): CLICK
Second midterm (December 14, 2018): CLICK, (for some of the solutions, see the folder titled "Midterm_2_related_material" of the Stoch.Anal. 2025 Microsoft Team)
2021 second midterm exercies and solutions:
See the folder titled "Midterm_2_related_material" of the Stoch.Anal. 2025 Microsoft Team
2023 midterms and solutions:
Second midterm (May 25, 2023): CLICK, Solution: CLICK,
Make-up midterm of second midterm (May 31, 2023): CLICK, Solution: CLICK,
2025 midterms and solutions:
Second midterm (May 7, 2025): CLICK, Solution: CLICK,
Make-up midterm of second midterm (May 23, 2025): CLICK, My solution: CLICK,
Google Gemini's solution: CLICK,
Make-up midterm of second midterm again (May 28, 2025): CLICK,
Google Gemini's solution: CLICK,