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Courses - Spring 2022
Statistics and Probability Department Site
Probability Theory II
Credits: 3
Grad Meth: Reg, Aud
Prerequisite: STAT600.
Weak convergence of measures; characteristic functions; Central Limit Theorem and local limit theorem; stable laws; Kolmogorov consistency theorem (without proof); conditional expectations and martingales; optimal stopping theorem; convergence of martingales; Brownian motion; Markov processes and families; stochastic integral and Ito formula.
Offered Spring only.