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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.