Probability

Recommended Texts or Study Materials

• Probability and Measure, Billingsley.
• Stochastic Integration, Ikeda and Watanabe.
• Stochastic Differential Equations, Brent Oksendal.

Foundational Tools/Techniques/Ideas:

Topics:

• Measure Theory
• Ito Calculus

Techniques and Tools:

• Probability inequalities (Jensen’s, Markov, Chebyshev)
• Measure theory techniques
• Analytical Estimates
• Conditioning Results

Common Advisors and Committee Members

Stochastic Analysis/Probability:

Advisor 1	Committee Member 1	Committee Member 2
Dr. Padmanabhan Sundar	Dr. Arnab Ganguly	Dr. Andrew Tarfulea

PROBABILTY STUDENTS GIVE PRESENTATIONS, BELOW ARE QUOTES FROM GRADUATE STUDENTS ABOUT THAT PROCESS.

• "I made a Beamer presentation on the problem my advisor and I decided to address. I went through the spatial parameterization and techniques I planned to use to solve the issues."
• "I was essentially asked why we wanted to use these techniques. The occasional question on why an inequality went through was also asked."
• "For an analytical field, students would likely be asked solely about methods and the model they bring."