STAT 260: Topics in Brownian motion (Fall 2005)

Instructor: Sourav Chatterjee, 347 Evans Hall.

Instructor's e-mail: sourav@stat.berkeley.edu

Class schedule: Monday and Wednesday, 1:30-3:00 in room 1011, Evans Hall.
(Exception: On September 26, class will be held in room 241, Cory Hall. Same time.)

Text: Brownian motion by Peter Mörters and Yuval Peres (as yet unpublished). Link will be given to students.

Prerequisites: A graduate course in probability such as STAT 205A. (You should be comfortable with conditional expectation and martingales.) Students can take 260 and 205A in parallel, with permission of the instructor.

Blurb for the course.

Link to official course website.

Link to instructor's homepage.