MA 53900, Fall 2026
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.

Instructor Info

Section Room Time Instructor Office
001 MATH 215 12:00PM TR Jing Wang

Course Materials

Section Type Title Author
ALL TEXT Diffusion Processes and Stochastic Calculus Fabrice Baudoin

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