WClasses

STAT 902 - Theory of Probability 2

Review of conditioning on sigma-fields; martingale theory (discrete and continuous-time) and applications; counting processes; Brownian motion; stochastic differential and integral equations and applications; general theory of Markov processes (including martingale problems and semigroup theory), diffusions; weak convergence of stochastic processes on function spaces; functional versions of the central limit theorem and strong laws; convergence of empirical processes.

Prerequisites

Corequisites

None

Antirequisites

ECE780

Offerings

Winter 2026 [1261]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	5750	12 / 30	13:00 - 14:20	M,W

Winter 2025 [1251]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	5831	11 / 30	13:00 - 14:20	M,W

Winter 2024 [1241]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	5851	6 / 40	16:00 - 17:20	M,W

Winter 2023 [1231]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	5978	23 / 40	14:30 - 15:50	M,W	RCH 206	Yi Shen

Winter 2022 [1221]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	5842	26 / 40	13:00 - 14:20	T,Th	MC 4064	Yi Shen

Winter 2021 [1211]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	5893	22 / 30	13:00 - 14:20	M,W	STC 1012	Alexander Schied

Winter 2020 [1201]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	5737	24 / 40	11:30 - 12:50	M,W	M3 3127	Yi Shen

Winter 2019 [1191]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	5610	19 / 35	14:30 - 15:50	W	EIT 3141	Ravi Mazumdar

Winter 2018 [1181]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	5662	13 / 32	14:30 - 15:50	T,Th	EIT 3151	Andrew J Heunis

Winter 2017 [1171]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	5393	24 / 32	14:30 - 15:50	T,Th	EIT 3151	Andrew J Heunis

Winter 2016 [1161]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	5932	17 / 32	14:30 - 15:50	T,Th	EIT 3151	Ravi Mazumdar

Winter 2015 [1151]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	5719	21 / 32	14:30 - 15:50	T,Th	EIT 3151	Andrew J Heunis

Winter 2014 [1141]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	5530	23 / 32	14:30 - 15:50	T,Th	EIT 3151	Andrew J Heunis

Winter 2013 [1131]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	5286	25 / 32	14:30 - 15:50	T,Th	EIT 3151	Andrew J Heunis

Winter 2012 [1121]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	5062	32 / 40	14:30 - 15:50	T,Th	DWE 3522A	Andrew J Heunis

Winter 2011 [1111]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	5016	21 / 40	14:30 - 15:50	T,Th	RCH 204	Andrew J Heunis

Winter 2010 [1101]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	4965	12 / 40	14:30 - 15:50	T,Th	MC 6007	Jean-Francois Renaud

Winter 2009 [1091]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	4174	26 / 40	16:00 - 17:20	M,W	MC 4064	Andrew J Heunis

Winter 2008 [1081]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	3337	28 / 40	16:00 - 17:20	M,W	MC 1056	Andrew J Heunis

Winter 2007 [1071]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	3271	21 / 25	16:00 - 17:20	W,F	RCH 208	Andrew J Heunis

Winter 2006 [1061]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	3142	25 / 20	16:30 - 17:20	M,W,F,R,C,H		Andrew J Heunis

Winter 2005 [1051]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	3082	17 / 20	16:00 - 17:20	W,M,C		Andrew J Heunis

Winter 2004 [1041]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	2931	15 / 15	16:00 - 17:20	W,M,C		Andrew J Heunis

Winter 2003 [1031]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	1623	13 / 15	16:00 - 17:20	W,R,C,H		Andrew J Heunis

Winter 2002 [1021]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	4362	13 / 15	11:30 - 12:50	T,Th		Andrew J Heunis