Topics in Probability and Stochastic Processes Conditional probability. Discrete parameter Martungles and applications. Brownian motion and its properties. Ergodic theory.

Books

• Williams, D: Probability with Martingles, Cambridge Univ., Press, 1991.
• Morters, P., and Press, Y., Brownian Motion,Cambridge University Press, 2010.
• Billingsley, P., Convergence of Probability Measures, 2nd edition, John wiley & sons, Inc., 1999
• Durrett, R., Probability: Theory and Examples, 4th edition, Cambridge University Press, 2010.
• Walsh, J., Knowing the Odds: An Introduction to Probability, AMS, 2012

Contact: +91 (80) 2293 2711, +91 (80) 2293 2625
E-mail: chairman.math[at]iisc[dot]ac[dot]in