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Elements of stochastic processes 2018-2019: course material

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ULiège, Belgium MATH00488 – Project 1 / 3

MATH0488 – Elements of stochastic processes

List of errors and their corrections

Maarten Arnst, Cedric Laruelle, and Denis Trillet

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ULiège, Belgium MATH00488 – Project 2 / 3

This document contains a list of errors that need to be corrected in the slides as compared with the version made available on March 18, 2019.

If you should find any remaining errors that need to be corrected, please do not hesitate to let M. Arnst know. Thank you very much in advance.

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ULiège, Belgium MATH00488 – Project 3 / 3

Page Original text Corrected text

37 kηkη 2 kηkη

51 for small values of ω

2

∆

t

for small values of ω

2

∆

t

52 for small values of η

2 for small values of η 2 52

exp



η 2



≈



1

,

η 2



exp



η 2



≈ 1,

η2



54

Σ

ω˜

= 0

.007305

rad2

/

s2

Σ

ω˜

= 0

.007305

rad2

/

s2

I

54

Σ

a

= 0

.0002001

Σ

a

= 0

.0002001I

54

Σ

m

= 0

.0001680

Σ

m

= 0

.0001680I

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