: A deeper dive into specialized processes, hitting times, and potential theory (excessive functions and balayage).
: Focuses on spatial homogeneity and the specific sample path properties of Brownian motion. Lectures from Markov Processes to Brownian Motion
: Covers the basic Markov property, transition functions, optional (stopping) times, and fundamental martingale theorems. : A deeper dive into specialized processes, hitting
: Ideal for those transitioning from basic probability to research-level stochastic processes. optional (stopping) times