Introduction to Probability
Alessandro Sgarabottolo
Schedule and Venue
| Lecturer | Dates and Times | Room |
|---|---|---|
| Seminar Alessandro Sgarabottolo |
| quantLab |
This course will be held in English and has a total duration of 24 hours.
Course Description
This course provides the foundations of Probability Theory needed to tackle more advanced courses such as Stochastic Calculus. The course is intended for students who have already taken an introductory course in Probability. The main topics that will be covered are:
- Foundations of Measure Theory
- Conditional expectation
- Weak convergence, characteristic functions, law of large numbers and CLT
- Martingales
- Markov chains
- Jacod, J. and Protter, P., (2012) Probability Essentials. Springer Berlin, Heidelberg
This is a training course without the possibility of recognition for credit in our study programs.