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MATH 619 - Applied Probability - Fall 2017

Credits 3. 3 Lecture Hours.

Measure Theory; Lebesgue integration; random variables; expectation; condition expectation martingales and random walks; designed for beginning graduate students in mathematics, statistics, the sciences and engineering and students in economics and finance with a strong mathematical background.
Prerequisites: MATH 409 and MATH 411.

Sections

This course is not taught in Fall 2017.