Instructor:  David Pollard 
When:  Mon, Wed 2:303:45 
Where:  24 Hillhouse, main classroom 
Office hours: 
Aditya session (Monday at 7:00); separate meetings of small groups with DP (Tues 4:305:30; Wed 10:3011:30; Wed 5:006:00) 
TA:  Aditya Guntuboyina 
Other:  courses taught by DP in previous years 
Short description:  Martingales in continuous time, with applications to the stochastic calculus of semimartingales. If time permits, random trees and other exotic random processes will also be discussed. 
Intended audience:  The course is aimed at students (both graduate and undergraduate) who have studied probability at the level of Stat 330/600. There will be many sigmafields. 
Text:  There is no single text. I have borrowed material from many sources, some of which are included in the annotated bibliography. I will also be preparing handouts throughout the course. 
Grading:  As with all my graduate courses, there will be no exams. The final grade will
be based completely on the homework
projects.
I would like to run the course the same way I did in Fall 2004, with students working in groups to flesh out arguments (projects) given in handouts. However, this year I intend to cover slightly different material. The group idea is not as crazy as it might sound: one opinion from 2004. More details will be provided in the first class. 
Other resources: 
