Dec 06, 2025  
2013-2014 Graduate Catalog 
    
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2013-2014 Graduate Catalog [ARCHIVED CATALOG]

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MATH 843 - Advanced Probability I

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.

Credits: (3)

Requisites:
Pr.: STAT 510 and MATH 821.

When Offered:
Fall


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