Overview

This is an advanced level course in probability theory and stochastic processes for mathematics/statistics and data science students. Topics covered include rigorous definition of probability and random variables; convergence of random variables; Poisson and Wiener process, and Ito Calculus. This version of the course will require knowledge of more proofs… For more content click the Read More button below.

Conditions for Enrolment

Prerequisite: MATH2901 or MATH2801(DN) and MATH2501 or MATH2601 and MATH2011 or MATH2111

Delivery

Multimodal - Standard (usually weekly or fortnightly)

Fees

Pre-2019 Handbook Editions

Access past handbook editions (2018 and prior)