Topics in Probability Theory

Course Description: 

This course presents the modern probability theory based on the measure theory. In a first part, we introduce the probability space, random variable, different notions of convergence, law of large number, etc. In a second part, we present the theory of stochastic processes, including the martingale theory, the Brownian motion and Poisson process, and their link to the PDE.

Course Code: 
MATH6261
Units: 
3
Programme: 
Postgraduates
Postgraduate Programme: 
RPg