# Homework

Homework 1 (Due Wednesday, September 3)

pg 12  Problem 6 and 7.  For Problem 7, only do the case n = 4.

pg 14  Problem 9.

pg 21 (in Problem set 1.8) Problems 1 and 3.

pg 22 Problem 11 (case n=3 only), 14, 16.

Homework 2 (Due Wednesday, September 10)

pg 30 Problems 1, 2, and 3 of the Exercises for Section 2.1.

pg 35 Problems 4 and 5 (part a) of the Exercises for Section 2.3.

pg 38 Problems 1 (parts a, c, and e) and 2 of the Exercises for Section 2.4.

pg 43-45 Problems 5, 6, 9, 18, and 19 (parts a and b) of the Exercises for Section 2.7.

Homework 3 (Due Wednesday, September 17)

pg 47 Problems 1ad, 2 (only for a and d of Prob. 1), and 3 of the Exercises for Section 3.1.

pg 49 Problems 2abc and 4 of the Exercises for Section 3.2.

pg 55 Problems 1, 2, and 4 of the Exercises for Section 3.3.

pg 59 Problem 1 of the Exercises for Section 3.4.

pg 155 Problem 2 of the Exercises for Section 5.1.

Homework 4 (Due Wednesday, September 24)

pg 62 Problem 2 of the Exercises for Section 3.5.

pg 66 Problem 1 of the Exercises for Section 3.6.

pg 69 Problems 1, 2, and 4 of the Exercises for Section 3.7.

pg 71 Problem 5 of the Exercises for Section 3.8.

pg 75 Problem 1 of the Exercises for Section 3.9.

Homework 5 (Due Wednesday, October 1)

pg 91 Problem 1c (with n = 1) and 3 of the Exercises for Section 4.1 (for 3, Exercise 3 of 2.3 might be useful) .

pg 92 Problem 1 of the Exercises for Section 4.2.

pg 94 Problems 1a and 3 of the Exercises for Section 4.3 (for 3 assume that x^r*P(X > x) → infinity as x → infinity).

pg 103 Problems 4, 7, 8 of the Exercises for Section 4.5.

pg 107 Problem 8 of the Exercises for Section 4.6.

Homework 6 (Due Wednesday, October 29)

pg 107 Problem 4 of the Exercises for Section 4.6.

pg 192 Problems 1 and 3 of the Exercises for Section 5.9.

pg 200 Problem 1a of the Exercises for Section 5.10.

pg 206 The first half of Problem 37 (showing independence) of the Exercises of Problem Set 5.12.

pg 219 Problems 1, 2a, and 9a of the Exercises for Section 6.1.

pg 226 Problem 4ab of the Exercises for Section 6.3.

Homework 7 (Due Wednesday, November 5)

pg 236 Problems 4 and 11a of the Exercises for Section 6.4.

pg 242 Problem 1 of the Exercises for Section 6.6.

pg 255 Problems 1 and 2 of the Exercises for Section 6.8.

pg 264 Problem 1 of the Exercises of Exercises for Section 6.9.

Homework 8 (Due Wednesday, November 12)

pg 255 Problem 5 of the Exercises for Section 6.8.

pg 296ff Problems 1, 3 and 5 of the Problem Set 6.15.

pg 338 Problems 1, 3, 4 of the Exercises for Section 7.7.

Homework 9 (Due Monday, December 1)

pg 475 Problems 1i and 2 of the Exercises for Section 12.1.

pg 490 Problems 1, 2 and 7 of the Exercises for Section 12.4.

pg 495 Problems 4 and 7 of the Exercises for Section 12.5.

pg 525 Problem 9 of the Exercises for Section 13.3.

pg 529 Problem 1 of the Exercises for Section 13.4.

Homework 10 (Due Monday, December 8)

pg 544 Problems 1 and 5 from the Exercises for Section 13.8 (You may use Ito’s Formula).

pg 547 Problems 2, 3,  4, and 5 from the Exercises for Section 13.9.

pg 561 Problem 1ab from the Exercises for Section 13.12.

# Lecture 25 (Monday, Dec 8, 2014)

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