Skip to main content

Topics courses – syllabi

SQ26 Math 450-3, Probability Theory and Stochastic Analysis: Prof. Reza Gheissari
  • Books. A mix of Brownian Motion, by Morters and Peres, and Brownian Motion, Martingales, and Stochastic Calculus by Le Gall. (Versions are both are available online.)
  • Prerequisites. Measure-theoretic probability, equivalent to 450-1 and 450-2.
  • Course aims. This is the third quarter of the graduate sequence in probability theory. The aims of the course are first to define Brownian motion, discuss its properties as a continuous- time Markov process and a continuous-time martingale, and discuss relations to partial differential equations. We then use Brownian motion to introduce the theory of stochastic integration, Ito’s for- mula, and stochastic differential equations. The last two weeks will consist of student presentations from a list of related topics of interest.
  • Expectations. Your regular attendance and active participation in class are expected.
  • Grading. Final grade will be a weighted average of homework (60%), and an oral presentation to the class (40%).
  • Homework. There will be homeworks assigned and due approximately every two weeks, for a total of 4 homeworks in the quarter. You may discuss homework with one another, but every student must turn in their own homework assignment with all solutions written up in their own words. Duplicating other students’ work is not allowed. If you worked on a homework assignment with other students, you must disclose this and write the names of all students with whom you worked on that homework assignment.
SQ26 MATH 511, Concentration of Measure: Prof. Reza Gheissari
SQ26 Math 515-2, Topics in Geometry and Topology: Prof. Ben Antieau
SQ26 Math 517, Cyclic Operads: Prof. Ezra Getzler
WQ26 Math Math 515-1, Topics in Geometry and Topology: Prof. Ben Antieau

Topic: derived commutative rings.

WQ26 Math 520-2, Topics on Mathematical Physics: Prof. Ethan Sussman
FQ25 MATH 477 Commutative Algebra:  Prof. Jakub Witaszek
FQ25 Math 445-1 ("Differential Geometry"): Prof. Jared Wunsch