Course

MATH-354: Probability III: Continuous time processes

Summary

This course extends the concepts exposed in Probability II into the world of continuous time. We explore martingales and Markov processes, guided by the core examples of Brownian Motion and Poisson Processes. A particular emphasis is placed on Brownian Motion, with its innumerable applications.

Lectures

Instructor

Daniel John Goodair

Official source

https://edu.epfl.ch/coursebook/en/probability-iii-continuous-time-processes-MATH-354

Moodle Page

http://go.epfl.ch/MATH-354

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