Probability II
STAT 212
Subject & Catalog Number
Course Information
Description
A second graduate course in Probability: Advanced Martingales, Exchangeability and De-Finetti's Theorem, Brownian motion: construction, properties, path regularity, Strong Markov property, Ito formula, general theory for stochastic processes (existence, continuous modifications), generative modeling using diffusions.
Course Notes
Prerequisite: STAT 210
School
Faculty of Arts & Sciences
Credits
4
Cross Reg
Available for Harvard Cross Registration
Department
Statistics
Course Component
Lecture
NOTE: This course requires additional sections; you will be prompted to choose secondary components during the Add to Cart process
General Education
N/A
Quantitative Reasoning with Data
N/A
Divisional Distribution
Science & Engineering & Applied Science
Course Level
Primarily for Graduate Students
