Probability Theory III
The course covers basic measure theory, probability spaces, stochastic convergence, limit theorems, and martingales: basic properties, stopping theorems and convergence theorems.
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Course structure
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
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Schedule
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. -
Course literature
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.
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More information
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Contact
