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Dec 07, 2025
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University of Alberta Calendar 2016-2017 [ARCHIVED CALENDAR]
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STAT 672 - Probability Theory II
★ 3 (fi 6) (either term, 3-0-0) Martingales and martingale inequalities, stopping theorems, local martingales, quadratic variation. Wiener and Poisson processes, stochastic integration. Ito’s formula, semimartingales, Girsanov’s theorem, introduction to stochastic differential equations, Markov processes, diffusion. Prerequisite: STAT 671 or equivalent.
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