About the course

STK-MAT3710/4710 is a new course in probabilty theory. The course is meant for both statistics and mathematics students, and is particularly relevant for students interested in stochastic analysis, finance, insurance, risk analysis, as well as the more theoretical parts of statistics. The default language is English, but if no exchange students require that the course is given in English, it will be taught in Norwegian.         

The most important requirement for the course is a solid backgrund in one and several variable calculus and linear algebra, corresponding to MAT1100, MAT1110, and MAT1120. It is obviously an advantage to have had some exposure to elementary probability and stochastic processes (corresponding to STK1100 and perhaps STK2130), but it is not absolutely necessary as we shall have to redo the basics in a measure theoretic setting anyway. It is also an advantage to have taken a course in more "abstract" mathematics, such as, e.g., MAT1140 or MAT2400, but only in the sense that one will be familiar with the kind of arguments we are going to use.