MATH 6720: Probability Theory II Spring 2013

Instructor: Benjamin Steinhurst

Textbook: Rich Bass' Stochastic Processes 2011 Cambridge University Press.

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 with discontinuous processes as time permits. Knowledge of the basic material covered in MATH 6710 will be assumed.