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