MA 367: Brownian Motion

Credits: 3:0


Prerequisite courses: MA 361


Suggested books and references:

  1. I. Karatzas and S. E. Shreve, Brownian Motion and Stochastic Calculus, Springer, 1991.
  2. A. Kallenberg, Foundation of Modern Prability Theory, Second Edition, Springer.

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Contact: +91 (80) 2293 2711, +91 (80) 2293 2265 ;     E-mail: chair.math[at]iisc[dot]ac[dot]in
Last updated: 15 Nov 2019