The one quarter graduate course, Math 285, on Stochastic Processes introduces beginning Mathematics graduate students and graduate students from other scientific and engineering disciplines to some fundamental stochastic processes used in stochastic modeling. For the Mathematics students, this provides valuable preparation and motivation for the more advanced graduate probability sequence, Math 280ABC. For students from other disciplines, the course provides a theoretical base for pursuing applied work involving stochastic models.

The three-quarter graduate sequence, Math 280ABC, covers the fundamentals of the theory of Probability. This sequence is essential preparation for Mathematics students intending to pursue research in Probability and provides rigorous training in techniques of probability for those intending to apply Probability in areas of application in science and engineering. Some knowledge of analysis is required for this sequence. In particular, the graduate sequence, Math 240ABC, provides excellent preparation. Benefit is also obtained from taking this sequence concurrently with Math 280ABC or from taking the first two quarters, i.e., Math 240AB.

The one-quarter graduate course, Math 286, covers Stochastic Integration and Stochastic Differential Equations. Such equations are used to model a variety of random dynamic phenomena in applications. Solutions of these equations are often Markov diffusion processes. Because of this, the theory of stochastic differential equations has strong links to the theory of partial differential equations.

The one-quarter graduate course, Math 294, provides an introduction to the mathematics of financial models. Students are introduced to some basic models of finance and the associated mathematical machinery. Key probabilistic concepts of conditional expectation, martingale, change of measure, and martingale representation are covered.

The graduate course, Math 289, is a topics course in probability. The topic of this course is chosen by the instructor and typically relates to an area of current research interest.

Math 288 is a seminar in probability featuring talks on topics of current research interest.