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)