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.
Emanuel G Indrei
|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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