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A review of probability theory foundations
ECTS : 0
Volume horaire : 15
Description du contenu de l'enseignement :
- Measure theory and integration
- Random variables, independence, inequalities
- Convergence of random variables, limit theorems
- Conditioning
- Stochastic processes, stopping times, martingales
- Gaussian vectors
- Brownian motion
Compétence à acquérir :
- Measure theory and integration
- Random variables, independence, inequalities
- Convergence of random variables, limit theorems
- Conditioning
- Stochastic processes, stopping times, martingales
- Gaussian vectors
- Brownian motion
Document susceptible de mise à jour - 01/04/2026
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