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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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