[944] Midterm, office hours and NY

[Gautam Iyer]

Hi All,

Few notes:

1. I will be in New York on 2/4, and will lecture from NY then. I look
   forward to meeting all of you in NY. I will also be on NY campus
   till about 7pm, so feel free to ask me any questions you might have
   after class.

2. Pittsburgh: Since the homework is due Tuesday, and I will not be
   here, I will instead hold office hours for you on Monday from 3:30pm
   to 4:30pm. David will have his office hours as usual on Wed in case
   you have questions about the midterm.

3. I used, but did not justify an important fact in class today: Namely
   that a semi-martingale is a martingale if and only if the bounded
   variation part is 0. This is done in the notes. I also just wrote a
   quick sketch on the discussion board here:

    https://capstone.math.cmu.edu/t/ommission-from-lecture-6-jan-30/135

   I was asked about this at the end of class today. So if you see the
   scans from the last few slides, you will see something similar. I'll
   go over it quickly at the beginning of class on Tuesday.

4. All I will do on Tuesday is some of the review problems, and or other
   examples. If you have run into stochastic calculus problems you
   weren't able to solve, feel free to ask me in class. If we have time,
   I'll go over it.

Best,

Gautam
 
-- 
'eieio' -- A gross misspelling of the word 'farm'.