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MATH-40051 and MATH-50051

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TOPICS IN PROBABILITY THEORY AND STOCHASTIC PROCESSES

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Fall 2010. Professor Oana Mocioalca

**Copyright Notice**: All materials in this course are copyrighted
(the
copyright owner is Oana Mocioalca, unless otherwise specified). These
materials cannot be used outside this course without permission.

Syllabus
Lecture 1
Lecture 2
Addendum to lecture 2
Lecture 3
Addendum to lecture 3
Lecture 4
Addendum to lecture 4
Lecture 5
Sample quiz
** The actual quiz will be shorter than the sample **
Solutions for the sample quiz
** The quizz will be on Thursday, in room 158 (the same one we used so far) at 10:30AM**
Lecture 6
Lecture 7
Addendum to lecture 6
Quizz solution
Lecture 8
Lecture 9
Addendum to lecture 8
Review of Markov Chains
Lecture 10
Homework on martingales, due Thursday
Homework on OST
Lecture 11
Lecture 12
Section on Doob Decomposition
Homework due Tuesday
Solutions for the homeworks on martingales and OST
Solution for the homework on Bm
Lecture 13
Lecture 14
Lecture 15
Homework solution plus extra