Courses of Study 2020-2021 
    
    Nov 25, 2024  
Courses of Study 2020-2021 [ARCHIVED CATALOG]

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MATH 6720 - Probability Theory II


     
Spring. 4 credits. Student option grading.

Prerequisite: MATH 6710 .

Staff.

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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