### MATH 5016: Topics in Probability

**Description:** Advanced topics in probability theory, theory of random processes, mathematical statistics, and related fields. With a change of content, this course is repeatable to a maximum of twelve credits.

**Credits:** 3

### MATH 5016 - Section 1: Topics in Probability

**Description:** Advanced topics in stochastic processes: applications to PDE and integro-differential equations
This course will include many of the following topics:

- Stochastic differential equations
- Representing the solutions of PDE by means of diffusions
- Martingale problems - the uniqueness theory of Stroock and Varadhan
- Harnack inequalities - the methods of Krylov-Safonov
- Heat kernel estimates
- Jump processes and their stochastic calculus
- Harnack inequalities for integro-differential operators
- Potential theory for the fractional Laplacian

**Offered:** Fall

**Credits:** 3

**Sections: **Fall 2008 on Storrs Campus

Course | Sec | Comp | Time | Room | Instructor |
---|---|---|---|---|---|

5016 | 001 | Lecture | TuTh 12:30-01:45 | MSB319 | Bass, Richard |