Topics, Assignments, Exams: See Course Outline below. Texts: Probability and Measure by Billingsley and A First Look at Rigorous Probability Theory by Rosenthal.

This is the lecture notes of MATH GU 4156 Advanced Probability Theory, instructed by Prof. Ioannis Karatzas in Fall 2023. Prof. Ioannis Karatzas is the Eugene Higgins Professor of Applied Probability ...

This course is available on the MSc in Quantitative Methods for Risk Management, MSc in Statistics, MSc in Statistics (Financial Statistics), MSc in Statistics (Financial Statistics) (Research) and ...

Topics: This is a course about stochastic processes: martingales, Brownian Motion, Gaussian processes, stationary processes and ergodic theory, exchangeable processes. More information will be ...

If you did not recieve a ZIV username and password from Münster University and are not able to log in to the learnweb, please write me (Zakhar Kabluchko, kabluchk (replace this text by the symbol for ...