Math 137/O’Neill




Texts: A concise Introduction to the Theory of Integration, Daniel W. Stroock.

          Probability Theory: an analytic view, Daniel W. Stroock


Time: MW 7-8:30 pm


Room:  Adams 106 (Davidson lecture hall).


Instructor: M. O’Neill

Office: Adams 214          

Phone/e-mail: 607-8336/               


Office Hours: Wed 2:30-4:00

                      Fri. 2:00-3:30


Exam Dates:  The midterm will be in the second week of November.


Grading: (this is a guideline and I reserve the right to change the policy)

Homework: 30%

Midterm: 20%

Final: 50%



There are two very practical goals for this year’s version of the two course sequence, Math 137 and Math 138.

The first is to prepare graduate students and undergraduates bound for grad school for their qualifier in analysis.

The second is to prepare all interested students in the course(s) to study from an advanced text on Stochastic processes such as Continuous Martingales and Brownian Motion, by Revuz and Yor or Brownian Motion and Stochastic Calculus by Karatzas and Shreve.


A third goal, more difficult to price, is to begin to reveal some of the fascinating connections between probability and analysis and the respective developments of the two subjects.