Ma 144B. Probability

Schedule

MWF 1 pm, Room 122 in Math Building (also known as Building 15)

About this course

In this course, we explore the basic properties of Brownian motion. Some topics I hope to cover: For the most part, I will follow the book of Y. Peres and P. Mörters: http://yuvalperes.com/brbook.pdf, although it is not my intention to study this book cover to cover.

For some additional topics, I will also use Durrett's book "Brownian motion and martingales."