MA 53900, Fall 2021
Probability Theory II
Credit Hours: 3.00. (STAT 53900) Convergence of probability laws; characteristic functions; convergence to the normal law; infinitely divisible and stable laws; Brownian motion and the invariance principle. Typically offered Fall.
Instructor Info
| Section |
Room |
Time |
Instructor |
Office |
| 001 |
REC 227 |
9:00AM |
TR |
Emanuel G Indrei
|
MATH 438 |
Course Materials
| Section |
Type |
Title |
Author |
| ALL |
TEXT |
An Introduction to Stochastic Differential Equations - Textbook Probability Theory and Examples Fifth Edition Rick Durrett ISBN 9781108473682 will also be used |
Lawrence C. Evans |
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