Math 6040-1, University of Utah, Fall 2006
Mathematical Probability: Course Syllabus

Instructor: Davar Khoshnevisan (Contact Information | Office Hours)
Time/Place: TH 2-3:30 pm: LCB 323.
Text: Probability, D. Khoshnevisan, American Mathematical Society (to appear),
Made available to the registered students in class.
Course Description: This is a first-year course in mathematical probability. Topics:
  • Elementary probability (possibly covered);
  • measure and integration;
  • independence;
  • the central limit theorem;
  • martingales;
  • Brownian motion;
  • stochastic calculus.
Grading: Weekly assignments (50% total); one final exam (50%). This is a prelim course, so grading is taken very seriously.
Homework: Posted weekly; see below.


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