STAT601

Probability Theory II

Reviews for this course Testudo

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

Dmitry Dolgopyat

35 reviews
Average rating: 2.23

Spring 2023

Sandra Cerrai

13 reviews
Average rating: 3.54

Past Semesters

Sandra Cerrai

13 reviews
Average rating: 3.54

Leonid Koralov

19 reviews
Average rating: 3.26

Mark Freidlin

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.