MATH 6720: Probability Theory II (Spring 2011)

Instructor: Benjamin Steinhurst

The topics that will be covered include conditional expectation, martingales, discrete time Markov chains, and Brownian motion. We will also cover topics in stochastic calculus as time permits. Knowledge of the basic material covered in MATH 6710 will be assumed.

The text is still R. Durrett, Probability: Theory and Examples, 4th edition which was used in the fall and is available in PDF form. Other texts used will be put on reserve or on a course website.