May 11, 2021  
2017-2018 Graduate Catalog 
    
2017-2018 Graduate Catalog [ARCHIVED CATALOG]

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MATH 843 - Advanced Probability I

Credits: 3

Review of measure theory notions specific to probability, including classical limit theorems, constructions of Brownian motion, Stochastic integration, the martingale representation theorem and martingale-based function spaces.

Requisites:
Prerequisite: STAT 510 and MATH 821.

Typically Offered
Fall


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