MATH-GA 2912
Probability Theory II
New York University · UGRD · Fall 2026
1 section
Catalog description
The course is targeted at Mathematics PhD students. Stochastic processes in continuous time. Brownian motion. Poisson process. Processes with independent increments. Stationary processes. Semi-martingales. Markov processes and the associated semi-groups. Connections with PDEs. Stochastic differential equations. Convergence of processes.
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001
Availability not recently verifiedClass #new_york-MATHGA2912Fall 2026UGRD3 credits
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