Middlebury

MATH0710A-F14

Advanced Probablility Seminar

Advanced Probability Seminar
This course is a tutorial in Probability Theory for students who have completed work in Probability and Real Analysis. Starting from elementary results about random walks, we will explore the fundamental mathematical ideas underlying measure theoretic probability, martingales, the Weiner process, and the Itô stochastic calculus. Working independently and in small groups, students will gain experience reading advanced sources and communicating their insights in expository writing and oral presentations. This course fulfills the capstone senior work requirement for the mathematics major. (MATH 0310, MATH 0323, and by approval). 3 hrs. sem.
Course Reference Number (CRN):
92556
Subject Code:
MATH
Course Number:
0710
Section Identifier:
A

Course

MATH 0710

All Sections in Fall 2014

Fall 2014

MATH0710A-F14 Seminar (Peterson)