Math 672
Class Times, Days, and Place: 10:00-10:50 MWF, Deady Hall 206
Instructor: Hao Wang
Textbook: Instructor's Lecture Notes
Reference Book: (1) Measure Theory by P. R. Halmos;
(2) Probability and Measure by Patrick Billingsley
(3) Brownian Motion and Stochastic Calculus by I. Karatzas,
S.E. Shreve
Office: 11A Deady Hall
Office Hours: M:11:00-12:00pm and W:11:00-12:00pm (Otherwise,
you need to make an appointment with me by e-mail.)
Web URL: http://darkwing.uoregon.edu/~haowang/teaching/672_WIN2002/672.html
Tentative Coverage: This course is intended to cover following
contents:
(1) Classes of subsets
(2) Extension of measure
(3) Measurable space and measurable functions
(4) Integral
(5) Different convergences
(6) Measurable transformations
(7) Product of measurable spaces
(8) Conditional probability and expectation
Homework and presentations: Since this is an advanced probability
course, we will arrange that the activities of learning and doing research
are combined together. Some questions and problems with different
degrees of challenging are assigned as homework questions or research
questions. In order to well digest the contents of this course and improve
the research ability, during the term, two or three times of homework
presentations or question discussions will be organized. Homework
is due weekly before Monday's lecture. Homeworks and presentations will
contribute to your final grade.