MATH 6720

Probability Theory II

3.0 credits · Graduate

The second course in a graduate probability series. Topics include conditional expectation, martingales, Markov chains, Brownian motion, and (time permitting) elements of stochastic integration.

spring 2026

Readings

Durrett, Rick, Probability: Theory and Examples, 5th edition , Cambridge University Press, 2019 (ISBN: 978-1-108-47368-2) — free e-book through the Cornell Math Library
Listed textbook
Le Gall, Jean-François, Brownian Motion, Martingales, and Stochastic Calculus , Springer, 2016 (ISBN: 978-3-319-31088-6) — free e-book through the Cornell Math Library
Listed textbook

Prerequisites & course information

MATH 6710.

Sources

Course catalogue ↗2026-2027
Catalogue entry ↗
Official public course syllabus or department reading list ↗spring 2026

Catalogue variants

Probability Theory II · 3.0 · Graduate