The course will be given online through Zoom. If you are not registered at u:space, please send me an email with your name and you student number so I can give you the link to the meeting.
The lectures will take place on Tuesdays at 13.15-14.45 and Thursdays at 13.15-14.00. There will also be an exercise class on Thursdays at 14.15-15.00.
This course assumes the knowledge of Measure and Integration theory, Advanced probability, and Functional analysis.
More details will be given during the first meeting on 1st of October at 13.15.
Suplementary material:
Lecture notes of Nathanaël Berestycki
The book Brownian Motion, Martingales, and Stochastic Calculus by Jean-François Le Gall