This page has some information about probability courses at Penn, and I keep it up because it has some campus links, but it really is out of date. For what I am teaching this year or next, you do best to look at my home page.
Statistics 955: Stochastic Calculus and Financial Applications (Next offered Fall '08)
- Please see the New Course Web Page: Stat 955 Stochastic Calculus and Financial Applications
- and see the book blurb page for information about the text.
Statistics 530: Probability Theory
This Fall Probability Theory will be taught by Robin Pemantle of Penn's Mathematics Department. My earlier Course Description Stat 530: Probability is thus out-of-date, but it still probably points to the basic intention of the course. I also have about 120 pages of lecture notes that I should (and will eventually) post on the web. For the moment, they are just a bit too sloppy. I don't plan on refining them into a complete text, but I also don't want to post something that can cause more harm than good. So... stay tuned.
Statistics 531: Markov Processes, Markov Chain Monte Carlo, and State Space Models (as given in Spring 2004)
Statistics 531 was completely redesigned for Spring 2004, and you can get an idea of what the course did from the Course Description (Stat 531): Markov Processes, Markov Chain Monte Carlo, and State Space Models
Again, Since 2005 this course has been taught by Robin Pemantle, so you should see his webpage for more up to date information.