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Measure Theoretic Probability

LocationUniversity of Amsterdam
Weeks37 - 51
LectureWednesday, 14:00 - 16:45
Provider Stochastics (Star)
LinksCourse page (requires login)


[FALL 2020]


The 'standard' analysis courses taught in the mathematics BSc are the only true prerequisites for this course. Measure theory and Lebesgue integration theory is built up 'from scratch' in the first five weeks of this course. However, the course is quite tough for those students who have not done any measure- and integration theory previously. In that case it may help to consult René Schilling's Measures, Integrals and Martingales, or Jeffrey Rosenthal's A First Look at Rigorous Probability Theory for some extra material on this topic.

Aim of the course


Sonja Cox (

Teaching Assistant

First part (upto and including October 30th): Mike Derksen (

Second part (November 6th and onwards): Madelon de Kemp (