Ma 144B. Probability


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

About this course

In this course, we explore some of the basic properties of Brownian motion. Some topics I hope to cover: Most of the topics will be selected from the book Y. Peres and P. Mörters:

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