STAT601
Probability Theory II
Prerequisite: STAT600. Weak convergence of measures; characteristic functions; Central Limit Theorem and local limit theorem; stable laws; Kolmogorov consistency theorem (without proof); conditional expectations and martingales; optimal stopping theorem; convergence of martingales; Brownian motion; Markov processes and families; stochastic integral and Ito formula. Offered Spring only.
Spring 2024
35 reviews
Average rating:
2.23
Spring 2023
12 reviews
Average rating:
3.58
Past Semesters
12 reviews
Average rating:
3.58
19 reviews
Average rating:
3.26
3 reviews
Average rating:
1.67
* "W"s are considered to be 0.0 quality points. "Other" grades are not factored into GPA calculation. Grade data not guaranteed to be correct.