Probability Theory and Stochastic Analysis (450-2-71)

Instructors

Marcus Michelen

Meeting Info

Lunt Hall 101: Mon, Wed, Fri 1:00PM - 1:50PM

Overview of class

MATH 450-2 Probability Theory and Stochastic Analysis (1 Unit)  

Random walk, Markov chains, martingales, and discrete-time stochastic processes.

Class Materials (Required)

No required textbooks. See suggested materials.

Class Materials (Suggested)

978-1108473682
Probability: Theory and Examples (5th Edition)
Durrett
Cambridge UP