Probability Theory Hybrid Notes

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About

A collection of LateX notes for the course “Stochastic Processes” of the MS in Data Science at Bocconi University. Appendix has scans of proofs of additional results.

Main References

• Antonio Lijoi, Piepaolo De Blasi. Stochastic Processes. Course 20604, Bocconi University. Academic Year 2022-2023, First Semester.
• Erhan Çinlar. Probability and Stochastics. Vol. 261. Graduate Texts in Mathematics. New York, NY: Springer, 2011. isbn: 978-0-387-87858-4 978-0-387-87859-1. doi: 10.1007/978- 0-387-87859-1. url: http://link.springer.com/10.1007/978-0-387-87859-1.
• Richard Durrett. Probability: theory and examples. Fifth edition. Cambridge series in statistical and probabilistic mathematics 49. Cambridge ; New York, NY: Cambridge University Press, 2019. isbn: 978-1-108-47368-2.
• Zdzisław Brzeźniak and Tomasz Zastawniak. Basic Stochastic Processes. Springer Undergraduate Mathematics Series. London: Springer London, 1999. isbn: 978-3-540-76175-4 978-1-4471-0533-6. doi: 10.1007/978-1-4471-0533-6. url: http://link.springer.com/10.1007/978-1-4471-0533-6.