Course

M658 - Probability Theory-II

Course No: 
M658
Credit: 
4
Approval: 
PG-Elective
Syllabus: 

Martingale Theory: Radon-Nikoydm Theorem, Doob-Meyer decomposition.

Weak convergence of probability measures,

Brownian motion, Markov processes and Stationary processes.

Reference Books: 
  1. O. Kallenberg: Foundation of Modern Probability (Springer)
  2. P. Billingsley: Convergence of probability measures.(John Wiley & Sons, Inc.)
  3. D. Revuz & M. Yor: Continuous martingales and Brownian motion (Springer-Verlag)
  4. S. M. Ross: Stochastic Processes (Wiley)
  5. J. L. Doob: Stochastic Processes (Wiley)

Contact us

School of Mathematical Sciences

NISERPO- Bhimpur-PadanpurVia- Jatni, District- Khurda, Odisha, India, PIN- 752050

Tel: +91-674-249-4081

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