Topics: This is a course about stochastic processes: martingales, Brownian Motion, Gaussian processes, stationary processes and ergodic theory, exchangeable processes. More information will be ...

Stochastic processes. Brownian motion ... The following may prove useful: J S Rosenthal, A First Look at Rigorous Probability Theory; G R Grimmett & D R Stirzaker, Probability and Random Processes; D ...

This is a graduate-level course focused on techniques and models in modern discrete probability. Topics include: the first and second moment methods, martingales, concentration inequalities, branching ...

T Bjork, Arbitrage Theory in Continuous Time; T Mikosch, Elementary Stochastic Calculus; S I Resnick, Adventures in Stochastic Processes; B K Oksendal, Stochastic Differential Equations: An ...

Statistics, and real analysis at the undergraduate engineering or mathematics level; graduate level probability and stochastic processes (IEMS 460-1); computer programming in Python; graduate standing ...

The neutral theory holds that most variation at the molecular level does not affect fitness and, therefore, the evolutionary fate of genetic variation is best explained by stochastic processes.