PROBABILITY COURSES

Besides being a basic area of Mathematics and providing the theoretical foundation for Statistics, Probability is also used in a rapidly growing number of applications in the physical, biological, social and engineering sciences. Such applications often require the development of new theory and need scientists and engineers trained in the fundamental techniques of probability. For a summary of probability graduate courses offered by the Mathematics Department, click here. For details on the Probability and Statistics undergraduate Bachelor of Science major, click here.


R. J. WILLIAMS: COURSES
  • Math 286, Stochastic Differential Equations (Fall 2016)
  • MGTF 413 (Rady School, Master of Finance), Computational Finance Methods (Winter 2017)

    PAST COURSES
    (PAST) COURSES FOR 2013-2015: R. J. WILLIAMS
    (PAST) COURSES FOR 2012-2013: R. J. WILLIAMS
    (PAST) COURSES FOR 2011-2012: R. J. WILLIAMS
    (PAST) COURSES FOR 2010-2011: R. J. WILLIAMS
    (PAST) COURSES FOR 2008-2009: R. J. WILLIAMS
    (PAST) COURSES FOR 2007-2008: R. J. WILLIAMS
    (PAST) COURSES FOR 2006-2007: R. J. WILLIAMS
    (PAST) COURSES FOR 2005-2006: R. J. WILLIAMS
    (PAST) COURSES FOR 2004-2005: R. J. WILLIAMS
    (PAST) COURSES FOR 2003-2004: R. J. WILLIAMS
    (PAST) COURSES FOR 2002-2003: R. J. WILLIAMS
    (PAST) COURSES FOR 2000-2001: R. J. WILLIAMS
    (PAST) COURSES FOR 1999-2000: R. J. WILLIAMS

    (PAST) COURSES FOR 1998-1999: R. J. WILLIAMS


    MATHEMATICS AND COMPUTATION
  • Links to web pages describing the innovative use of computers in some courses and research in the UCSD Mathematics Department. This project has received support from INTEL and GenCorp Foundation.
    RELATED ITEMS
  • Student Link
  • Academic Computing and Media Services -- Classroom Information
  • Academic calendar for UCSD
  • Some errata for Introduction to Stochastic Integration, by K. L. Chung and R. J. Williams, 2nd edition, Birkhauser, Boston, 1990.
  • Introduction to the Mathematics of Finance, R. J. Williams, 2006, available from the American Mathematical Society. For some additional information including a list of errata and hints, click here.
    PROBABILITY RELATED LINKS
  • Susan Holmes' Probability by Surprise Project: Java Applets for use with a probability course.
  • David Spiegelhalter's webpage containing links on understanding uncertainty and risk.
  • Hans Rosling's presentations at TED 2006, 2007 on animating data.
  • Philip Stark's SticiGui: Statistics Tools for Internet and Classroom Instruction with a Graphical User Interface.
  • The Probability and Statistics Object Library -- Library of Applets and Components as resources for teachers and students of probability and statistics.
  • Chance web page
  • Introduction to Probability by C. M. Grinstead and J. L. Snell. This includes links to some Java Applets to go with the book.
  • David Griffeath's Primordial Soup Kitchen and Graphical Aids for Stochastic Processes
  • Computer Intensive Methods in Statistics, Susan Holmes' web page on this topic.
  • Stochastic Differential Equations
  • Mathematics of Finance
  • Bioinformatics and Biosystems
    TEACHING RELATED LINKS
  • First-order principles for college teachers, summary of book by R. Boice, 1996.
  • Walter Mischel's Marshmallow Experiment on self-control and success.