Department of Mathematics

Van Vleck Hall, 480 Lincoln Drive, Madison, WI

Math 734: Theory of Probability II

Sebastien Roch (Spring 2018):

This is the second semester of an introductory course on graduate level mathematical probability theory. Math/Stat 734 covers core topics in discrete-time and continuous-time stochastic processes. This includes Markov chains, point processes, Markov processes, stationary processes and ergodic theory, Brownian motion, and if time permits diffusion processes.  Most of the material is contained in Chapters 6 through Chapter 8 of Probability: Theory and Examples by Durrett.

Math/Stat 733

UW-Madison Department of Mathematics
Van Vleck Hall
480 Lincoln Drive
Madison, WI  53706

(608) 263-3054

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