UN4264/GR5264 Stochastic Processes and Applications

Master course, Columbia University, 2026

  • Email: fl2744@columbia.edu
  • Office Hours: 1-2pm Tuesday and 4-5pm Friday, School of Social Work (SSW) 1023.

Communication

  • CourseWorks (Canvas): This is where you can find all the official materials, submissions, and annoucements.
  • Please scroll down to see the comments I write about the homework/exams. The comments are based on the frequently asked questions during the office hours and my own insights.

LaTeX Lecture Notes

I maintain a set of LaTeX lecture notes for this course, hosted on Overleaf:

Lecture Notes

These notes are meant to supplement the lectures and Prof. Campbell’s notes, and attempt to clarify technical details from my personal perspective. They will be updated throughout the semester. And everyone is welcome to contribute and edit :)

Student Check-In Form

If you would like to share how the semester is going, what’s working or not working for you, or what kind of support might help, please use the form below. I do care and I do read the responses.

📝 Click here to fill out the Student Check-In & Support Form

Everything you share is confidential and meant to help me support you better. Whether you’re doing great, struggling a little, or just want to share feedback — I’m here to listen.

Homework 1

Coming soon

FAQ