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STAT 902Theory of Probability 2

Units
0.50
Level
Graduate
Faculty
Mathematics
Subject
Statistics

STAT 902 as listed in the Fall 2025 Graduate Calendar. The main page has the current version, when it runs, and seats.

Review of conditioning on sigma-fields; martingale theory (discrete and continuous-time) and applications; counting processes; Brownian motion; stochastic differential and integral equations and applications; general theory of Markov processes (including martingale problems and semigroup theory), diffusions; weak convergence of stochastic processes on function spaces; functional versions of the central limit theorem and strong laws; convergence of empirical processes.

Prerequisites

None listed.

Antirequisites

  • Not completed nor concurrently enrolled in any of the following:
    • ECE780 - Special Topics in Control (0.50)

Leads to

No course lists it as a requisite.

Check it elsewhere for Fall 2025

Calendar versions

Graduate Calendar

Older Graduate Calendars

In 42 terms, Fall 2006 to Winter 2024