Courses of Study 2019-2020 
    Jul 21, 2024  
Courses of Study 2019-2020 [ARCHIVED CATALOG]

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MATH 6720 - Probability Theory II

Spring. 4 credits. Student option grading.

Prerequisite: MATH 6710 .


Conditional expectation, martingales, Brownian motion. Other topics such as Markov chains, ergodic theory, and stochastic calculus depending on time and interests of the instructor.

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