Probability theory, part 2/
Sannolikhetsteori, del 2
Number of credits: 8 hp
Examiner: Torkel Erhardsson
Course literature: Durrett, R. (2010). Probability: theory and examples. 4th ed. Cambridge University Press. Additional material from other sources (will be handed out).
Course contents: Markov chains in discrete time. Ergodic theorems. Basic theory of continuous time stochastic processes. Brownian motion: definition and properties. Martingales in continuous time.
Examination: Home assignments.
Prerequisites: MAI0074 Probability theory part 1, or another course with similar content.
Last updated: 2015-09-07