Math 230C / Stat 310C – Theory of Probability

Andrea Montanari, Stanford University, Spring 2021
Brownian motion 

Continuous time stochastic processes: martingales, Brownian motion, stationary independent increments, Markov jump processes and Gaussian processes. Invariance principle, random walks, LIL and functional CLT. Markov and strong Markov property. Infinitely divisible laws.

Class Times and Locations

  • Tuesday and Thursday, 8:30PM-9:50PM on Zoom