Probability Theory III
In this course the rigorous foundation for probability theory, based on measure theory, is laid out, and you will also study the important theory of martingales.
The course covers basic measure theory, probability spaces, stochastic convergence, limit theorems, and martingales: basic properties, stopping theorems and convergence theorems.
The course consists of two modules, theory and hand-in assignments.
Teaching Format
Teaching consists of lectures, exercises, and supervision.
Assessment
Assessment takes place through hand-in exercises and written examination.
Examiner
A list of examiners can be found on
The schedule will be available no later than one month before the start of the course.
We do not recommend print-outs as changes can occur. At the start of the course,
your department will advise where you can find your schedule during the course.
Note that the course literature can be changed up to two months before the start of the course.
Gut: An intermediate course in probability. Springer.
Andersson & Djehiche: An introduction to martingale theory. Provided by the department.
Course reports are displayed for the three most recent course instances.
