Probability theory III HT24

In this course we give a rigorous introduction to probability theory based on measure theory. The course covers basics measure theory, convergence and limit theorems and the important theory of martingales.

Course literature: 

• "An Intermediate Course in Probability" av Allan Gut, Springer 2009. (available as e-book through university library).
• "An Introduction to Martingale Theory" by Andersson, H. and Djehiche, B (lecture notes provided by the department).

Please note that self-enrollment on the course page is not the same as course registration in Ladok.