This term I am teaching the Part III
Advanced Probability course.
Time: Monday-Wednesday-Friday at 9am in MR2
Part II Probability and Measure notes by James Norris.
Please feel free to send comments and corrections to p.sousi@statslab.cam.ac.uk
P. Mörters and Y. Peres, Brownian motion, Chapters 1,2,3,5, Cambridge University Press 2010
R. Durrett, Probability: Theory and Examples, Wadsworth 1991
L.C.G. Rogers and D. Williams, Diffusions, Markov processes and Martingales Vol. I
(2nd edition), Chapters I & II, Wiley 1994
Background material
D. Williams, Probability with Martingales, Cambridge University Press 1991 (Part A)
Lecture notes
I will be posting lecture notes and examples sheets here as we go along. Don't forget to refresh your browser...
Relevant books
D. Williams, Probability with Martingales, Cambridge University Press 1991 (Part B)