Topic outline

  • Lecture notes

    The main material for the course are the lectures notes. The first file is hand-written lecture notes from 2015. The second file is typeset lecture notes, which are currently very incomplete and may contain many misprints, but which will gradually be improved and updated during the course.


    Other material

    Many parts of the course topics are also covered in the textbooks


    Recommended background material on probability theory can be found in

    • K Kytölä. Probability Theory, Aalto University, course MS-E1600, 2019.
    • R Durrett: Probability: Theory and Examples. Cambridge University Press, 2010.
    • D Williams. Probability with Martingales. Cambridge University Press 1991.
    • J Jacod, P Protter. Probability Essentials. Springer 2004.
    • O Kallenberg. Foundations of Modern Probability. Springer 2002.