MATH-40051 and MATH-50051
TOPICS IN PROBABILITY THEORY AND STOCHASTIC PROCESSES
Fall 2009. Professor Oana Mocioalca
Syllabus
Lecture 1
Lecture 2
Lecture 3
Lecture 4
Chapter 1
Lecture 5
Lecture 6
Lecture 7
Lecture 8
In order to prove the problem in the homework due Tuesday you need to take \mu=0.
Lecture 9 (with no typos)
Lecture 10
Lecture 11
Lecture 12
Lecture 14
Solutions to homework 2
Solutions to homework 3
Solutions to homework 4
Homework due Thursday, October 7th: 11, 12, 14
page 145 from Lefebvre
Lecture 14(b)
Solutions of Midterm 1
Lecture 15
Lecture 16
Section on martingales, from the book
Lecture 17
Lecture 18
Section on Doob Decomposition