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.