Probability Theory and Stochastic Analysis (450-2-51)

Instructors

Marcus Michelen

Meeting Info

Lunt Hall 101: Mon, Wed, Fri 11:00AM - 11:50AM

Overview of class

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

Banach and Hilbert spaces. Completeness and Baire category theorem. Hahn-Banach theorem. Dual space and weak convergence. Principle of Uniform Boundedness. Open mapping and closed graph theorems. Compact operators. Fourier transform. Sobolev spaces.

Class Materials (Required)

No required textbooks. See suggested materials.

Class Materials (Suggested)

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