Links for 2023 Chicago REU program for Probability and Analysis Groups

Greg Lawler

Here are links for various resources for those in the 2023 REU

Notes on undergraduate probability This is a short summary of topics usually covered in an undergraduate, post-calculus, course in probability.

Stochastic Calculus: An Introduction with Applications This nearly completed book is based on courses I have given at the University of Chicago in the masters of financial mathematics program as well as in "mathematical literacy" classes for mathematics and statistics Ph.D. students. The hope is that it can be read at two different levels --- either at an applied masters level book by reading only the regular text or as a more advanced book suitable for graduate students in mathematics if one also reads the supplementary text.

Notes on probability These are notes that I use to complement the University of Chicago first quarter graduate analysis sequence. One can consider this my idea of topics in probability from a measure theoretic perpsective that every graduate student in mathematics should see.

Random Walk and the Heat Equation This is a near final draft of my book from 2010 based on REU lectures. Please do not share this file.