Probability and Stochastic Analysis

Course Description: 

This course is designed for the M.Sc. Programme in Mathematics. This course focusses on the rigorous foundation in probability and Markov chains theory with applications in different areas.

No prior knowledge of measure theory is assumed.

Course Code: 
MMAT5340
Units: 
3
Programme: 
Postgraduates
Postgraduate Programme: 
MSc

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