MATH 6720: Probability Theory II (Spring 2010)

Instructor: John Mayberry

MATH 6720 is the second semester of a full-year course in graduate-level probability theory. The topics that will be covered include conditional expectation, martingales, discrete time Markov chains, and Brownian motion. We will also cover topics in ergodic theory and/or stochastic calculus as time permits. Knowledge of the basic material covered in MATH 6710 will be assumed.