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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.

Organisation: Lectures.

Examination: Home assignments.

Prerequisites: MAI0074 Probability theory part 1, or another course with similar content.

Sidansvarig: karin.johansson@liu.se
Senast uppdaterad: 2015-09-07