printer friendly pageMATH 230C: Theory of Probability III (STATS 310C)
Continuous time stochastic processes: martingales, Brownian motion, stationary independent increments, Markov jump processes and Gaussian processes. Invariance principle, random walks, LIL and functional CLT. Markov and strong Markov property. Infinitely divisible laws. Some ergodic theory. Prerequisite: 310B or
MATH 230B.
http://statweb.stanford.edu/~adembo/stat-310c/
Terms: Spr
| Units: 3
Instructors:
Chatterjee, S. (PI)
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