Stochastic Processes

Seminar Information:

Stochastic Processes

Seminar Description:

Seminar participants will explore topics in both discrete- and continuous-time stochastic processes, from Markov chains and their ergodic properties to Brownian motion and Wiener measure.

Texts:

1. Stroock, Daniel W. (2013) Mathematics of probability.
2. Stroock, Daniel W. (2005) An introduction to Markov processes.
3. Stroock, Daniel W. (2011) Probability theory: an analytic view.
4. Stroock, Daniel W. (2005) An introduction to the analysis of paths on a Riemannian manifold.

Professor Robert HARDT

Office: HBH

Website: http://math.rice.edu/~hardt/

Professor Mike WOLF

Office: HBH 404

Website: http://math.rice.edu/~mwolf/

Meetings

Course Announcements:

• (22 May 2015) The Stochastic Processes seminar page is now online.