PSTAT 221A: Advanced Probability Theory
Fall 2008.
Lectures:
TR 9:30-10:45
Room:
Girv 2120
Instructor: Dr. J. Englander
(Telephone: 893-8155. Email:
englander@pstat.ucsb.edu )
Gauchospace site
GRADING POLICY:
Course grade is based on HW. See also syllabus.
INSTRUCTOR'S OFFICE HOURS
:
TR, 11:00-12:00 AM, or by appointment; room: South Hall 5505.
You are very welcome to see me during office hours and ask questions!
FOR PROBLEMS WITH ENROLLING, PLEASE TURN TO
Angelica Arce
Undergraduate Program Assistant
Office hours: M-F 8:00-4:30 pm
arce@pstat
Telephone: (805) 893-2350
Syllabus:
click
Main textbooks:
Positive Harmonic Functions and Diffusion (Cambridge Studies in Advanced Mathematics)
by Ross G. Pinsky
Diffusions, Markov Processes, and Martingales: Volume 1-2,
(Cambridge Mathematical Library)
by L. C. G. Rogers and David Williams