Dec 07, 2025  
2023-2024 Graduate Catalog 
    
2023-2024 Graduate Catalog [ARCHIVED CATALOG]

Add to Portfolio (opens a new window)

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.

Repeat for Credit
N

Requisites:
Prerequisite: STAT 510 and MATH 821.

Typically Offered
Fall



Add to Portfolio (opens a new window)