Prerequisite(s):
MAA 6238, or C.I.
Textbook(s):
R. Durrett, Probability: Theory and Examples, Cambridge University Press, 4th Edition
Description:
Martingales, Markov Processes, stopping times, Brownian motion, Weiner measure.
Occasional
MAA 6238, or C.I.
R. Durrett, Probability: Theory and Examples, Cambridge University Press, 4th Edition
Martingales, Markov Processes, stopping times, Brownian motion, Weiner measure.
Occasional