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