Reading list
Stochastic Processes
Stokastiska processer
Course
MSF200
Second cycle
7.5 credits (ECTS)
Go to
Stochastic Processes
About the Reading list
Valid from
Spring semester 2026 (2026-01-19)
Decision date
2025-12-08
Course literature
R. Durrett, Probability: theory and examples, 5th ed, 2019
Further reading
David Williams, Probability with martingales. Cambridge University Press, 2018. Kapitel 1—14.
Olav Kallenberg, Foundations of modern probability. Springer, 2001. Kapitel 6—7 och 10—11.