MATH 6720: Probability Theory II (spring 2009)

Instructor: Richard Durrett

This is the continuation of MATH 6710. The course will use my book, Probability: Theory and Examples, and begin where the previous semester ended, probably finishing up Chpater 4 on Martingales. After that we will turn to

Chapter 5. Markov Chains
Chapter 6. Ergodic Theory
Chapter 7. Brownian Motion

If time permits there will be a quick course on Stochastic Calculus at the end.