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Math 338
Math 498
Welcome to Topics in Probability: Stochastic Processes)!
Syllabus
References
Essentials of Stochastic Processes (by R. Durrett)
A nice primer on Brownian motion (by E. Cardwell, J. Chakraverty, and K. Taylor).
Brownian motion and the heat equation (by G. Lawler)
Homework
Homework 1
Homework 2
Homework 3
Final Project
Final Project
Sample Talk Rubric