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Course: STAT 38500= MATH 38509
Title: Advanced Topics: Probability
Instructor(s): Steven Lalley
Course Assistant(s): Ting Zhang
Class Schedule: Sec 01: MWF 10:30–11:20AM in Eckhart 117
Office Hours: Wednesdays 10:00-11:00 E131
Course Homepage: Course Home Page
Textbook(s): None required.
Description: Topics for Statistics 38500 will include:

Continuous-time martingales
Brownian motion
Levy processes
Ito integral and stochastic calculus
Stochastic differential equations and diffusions