• Welcome to choose this class~!
• The syllabus was created in Summer 2025 and it is subject to update.

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• #Contacts
• #Course description
• #Textbook
• #Coverage
• #Prerequisite
• #Students obligations and tips
• #Homework
• #Test and exam
• #Attendance
• #Assessment
• #Tentative schedule and slides
• #Gradescope
• #Honor code
• #Accessibility
• #Harassment and Discrimination

Lecture Instructor	Dr. Le Chen	lzc0090@auburn.edu
Class Time and Room	TR, 11:00 AM -- 12:15 PM	Science Center Classroom Bldg 118
Office hours	TR, 13:00 PM -- 13:50 PM	Parker Hall 203

• When you send us emails, please do include the keyword Math 7820 or Math 7830 in the subject field of your email to ensure a timely response.
• In case you want to make an appointment with the instructor via Zoom, here is the link:
  https://auburn.zoom.us/j/8141875411

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In this sequence of courses, Math 7820 and Math 7830, we will cover some topics on Markov chains, Markov processes, optimal stopping, martingales, renewal processes, Brownian motion, and stochastic calculus. The course will also cover some applications of stochastic processes in various fields such as finance, engineering, and physics.

• "Introduction to Stochastic Processes", by Gregory, F. Lawler, Second Edition, Chapman and Hall/CRC, 2006.

Math 7820 will cover topics from the following chapters of Lawler's book:

• Chapter 0. Preliminaries
• Chapter 1. Finite Markov Chains
• Chapter 2. Countable Markov Chains
• Chapter 3. Continuous-Time Markov Chains
• Chapter 4. Optimal Stopping
• Chapter 5. Martingales

Math 7830 will cover topics from the following chapters of Lawler's book:

• Chapter 6. Renewal Processes
• Chapter 7. Reversible Markov Chains
• Chapter 8. Brownian Motion
• Chapter 9. Stochastic Integration

• Some familiarity with measure-based probability will be helpful, but it is not required.

This is a demanding course and it requires a great deal of work from your side. In order to successfully master the material and complete the course, you are expected to

• Read the textbook and attend lectures.
• Take the advantage of the office hours, which give you additional chance to interact with the
  instructor.
• Read solutions and any feedback you receive for each problem set.
• Complete and submit weekly homework through Gradescope.
• Complete both midterm test and the final exam.
• Use appropriate etiquette and treat other students with respect in all discussions.
• Do not hesitate to ask for help whenever needed.

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Note: The syllabus was created in Summer 2025, and it is subject to changes.

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• There will be about 5 homework assignments in each semester:

  	Due at	Semester
  Homework 1	TBA	2025 Fall
  Homework 2
  Homework 3
  Homework 4
  Homework 5
  Homework 6		2026 Spring
  Homework 7
  Homework 8
  Homework 9
  Homework 10

• No late homework will be accepted.
• You need to write full details of the problems and upload your solutions to gradescope.
  • Go to Canvas --> Find this course --> Click Gradescope on the left panel.
  • See below for more instructions on gradescope.
• We will randomly select a few problems to grade and the rest will be checked only for completion.

• There will be one midterm test during the class session:
• Final exam will be cumulative.

  	Date/Time	Coverage	Semester
  Midterm Test	TBA	TBA	2025 Fall
  Final Exam	TBA	Comprehensive
  Midterm Test	TBA	TBA	2026 Spring
  Final Exam	TBA	Comprehensive

• Please note down the above dates. No late exam/test will be given.
• Makeup exams will only be allowed in extreme circumstances. Exams cannot be made up without a
  university-approved excuse. Any excuse must be submitted by the date of exam to be considered.
  Please refer to the Tiger Cub for the list of acceptable reasons for being absent from an exam or
  a test. Makeup exam/test has to be scheduled and made up in a timely manner.
• More details will come during the semester.

• Notify the instructor if you are not able to participate in a lecture due to illness or some other emergency.
• Attendance will not be directly counted into your final score.
• But sufficient attendance will make your eligible for grade curving at the end of semester.

• The final score will be determined as follows:
• 
• Based on the final score (plus potential bonus points), the final letter grade will be
  determined as follows:

  Grade (+)		Grade		Grade (-)
  		A	92%-100%	A-	90%-91.9%
  B+	87%-89.9%	B	82%-86.9%	B-	80%-81.9%
  C+	77%-87.9%	C	72%-76.9%	C-	70%-71.9%
  D+	67%-67.9%	D	67%-67.9%	D-	60%-61.9%
  		F	0%-59.9%

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• Below is the tentative schedule that may change during the semester of 2025 Fall:

  	Tuesday	Slides or coverage	Thursday	Slides or coverage
  Week 1	08/20	Introduction	08/22	Section
  Week 2	08/27	Section	08/29	Section
  Week 3	09/03	Section	09/05	Section
  Week 4	09/10	Section	09/12	Section
  Week 5	09/17	Section	09/19	Section
  Week 6	09/24	Section	09/26	Section
  Week 7	10/01	Section	10/04	Section
  Week 8	(10/08)	Midterm Exam	(10/11)	--
  Week 9	10/15	Section	10/17	Section
  Week 10	10/22	Section	10/24	Section
  Week 11	10/29	Section	10/31	Section
  Week 12	11/05	Section	11/07	Section
  Week 13	11/12	Section	11/14	Section
  Week 14	11/19	Section	11/21	Section
  Week 15	(11/26)	--	(11/28)	--
  Week 16	12/03	Section	12/05	Review

• Below is the tentative schedule that may change during the semester of 2026 Spring:

  	Tuesday	Slides or coverage	Thursday	Slides or coverage
  Week 1	01/14	Section	01/16	Section
  Week 2	01/21	Section	01/23	Section
  Week 3	01/28	Section	01/30	Section
  Week 4	02/04	Section	02/06	Section
  Week 5	02/11	Section	02/13	Section
  Week 6	02/18	Section	02/20	Section
  Week 7	02/25	Section	02/27	Section
  Week 8	03/04	Section	03/06	Midterm Exam
  Week 9	(03/11)	Spring break	(03/13)	Spring break
  Week 10	03/18	Section	03/20	Section
  Week 11	03/25	Section	03/27	Section
  Week 12	04/01	Section	04/04	Section
  Week 13	04/08	Section	04/11	Section
  Week 14	04/15	Section	04/18	Section
  Week 15	04/22	Section	04/25	Section
  Week 16	04/29	Reviewing Session	--

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• We will use gradescope to handle submissions of homework, which allows
  us to provide fast and accurate feedback on your work.
• As soon as grades are posted, you will be notified immediately so that you can log in and see your
  grades and feedback.
• If you have any questions regarding Gradescope, please send your message to
  • help@gradescope.com
• Printer+scanner or tablet
  • The easiest way to submit the homework/tests/exams is the following steps:
    1. print the given template;
    2. complete the problem sets;
    3. scan the resulting paper (make sure it is legible);
    4. upload the scanned file to gradescope.
  • Alternatively, if you have a tablet that you can write on it, you may simply write on the
    template pdf file and upload the resulting file.
  • Make sure that you make the correct association of your solutions to the problems.
  • Double check your scan quality and make sure your solutions are legible.

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• Students should familiarize themselves with Auburn honor code here
  • https://www.auburn.edu/academic/provost/academic-honesty/.
• Students are encouraged to share ideas and solutions on problem sets and labs, but must
  express those ideas in their own words in their submitted work.
• Students are not authorized to view or use the work of another student during exams.

Your success in this class is important to me. We will all need accommodations because we all learn differently. If there are aspects of this course that prevent you from learning or exclude you, please let me know as soon as possible. Together we will develop strategies to meet both your needs and the requirements of the course.

I encourage you to visit the Office of Accessibility to determine how you could improve your learning as well. You can register and make a request for services from the Office of Accessibility. In this case, please do inform me of such requests. See the following link for more information:

• https://accessibility.auburn.edu/

• According to Auburn University policies: http://auburn.edu/administration/aaeeo/H&D.php

  
  Auburn University is committed to providing a working and academic environment free from prohibited
  discrimination and harassment and to fostering a nurturing and vibrant community founded upon the
  fundamental dignity and worth of all its members. Auburn University prohibits harassment of its
  students and employees based on protected classes and works to eliminate prohibited behavior from
  its academics and employment through corrective measures and education.
  
  The Office of AA/EEO oversees compliance with the Policy Prohibiting Harassment of Students, the
  Policy Prohibiting Harassment of Employees, and the Policy on Sexual and Gender-Based Harassment and
  Other Forms of Interpersonal Violence.
  
  Protected classes are race, color, sex (which includes sexual orientation, gender identity, and
  gender expression), religion, national origin, age, disability, protected veteran status, or genetic
  information.
  
  Auburn University also prohibits retaliation against any individual for opposing a practice he/she
  reasonably believed to be discriminatory; for filing an internal or external complaint, grievance,
  or charge; or for participating in any investigation or proceeding, in accordance with Auburn
  University's policies.
  

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