Martingales, martingale convergence, stopping times, optional sampling, optional stopping theorems and applications, maximal inequalities. Brownian motion, introduction to diffusions.

Prerequisites: PSTAT 213B

4

Units

Optional

Grading

1, 2, 3

Passtime

None

Level Limit

Letters and science

College
Unlocks PSTAT 221C PSTAT 223A PSTAT 222C
Tomoyuki Ichiba
3.8
16 reviews
GIRV 2129
F
13:00 PM - 13:50 PM
20 / 30

Spring 2025 . Hu R
ILP 3209
M W
09:30 AM - 10:45 AM
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PSTAT 213C Ichiba T Spring 2024 Total: 16
PSTAT 213C Ichiba T Spring 2020 Total: 18
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16
3.8
PSTAT-213A . 2 Months Ago

[Fall 2024] 213A with Ichiba was a fine class, though I wish he did a better job at motivating the topics. He speaks softly which made it difficult to hear. Notwithstanding, his lectures were very clear and he was very kind. His exams were easy and straightforward, giving us a ton of leeway. He often gave good hints for homework, though not always.

0 helpful 0 unhelpful
PSTAT174 . 2 Years Ago

Professor Ichiba is very organized, grading criteria is very clear, and Final was a project instead of a test. This class was challenging but all the work was doable. His lectures sadly are very boring and you don't necessarily need to attend class as it's all posted online. He clearly is a very intelligent guy.

0 helpful 0 unhelpful
PSTAT8 . 2 Years Ago

Really accommodating and helpful

0 helpful 0 unhelpful
PSTAT8 . 2 Years Ago

He's nice and willing to help, and accessible outside class. As a person, I'd rate him as a 5. Not sure if it's because he's filling in for another prof, but the class itself sucks. Lectures are vague, and the exams, homework, and section problems are all completely different. Also, the grading criteria is terrible and unclear. overall not very fun

0 helpful 0 unhelpful
PSTAT8 . 2 Years Ago

One of the most patient and caring professors I've had. Accommodated my disability wonderfully and was very helpful when I was struggling to absorb all the material. Provides HW solutions to help us out, which was a godsend for the final -- final was basically HW and lecture problems but slightly different. Glad he's the head of the dept now.

1 helpful 0 unhelpful
PSTAT8 . 2 Years Ago

I learned a lot in Ichiba's class, especially in office hours. PSTAT 8 has a crazy amount of material to cover, but Ichiba explains it well, even if the lectures are a bit boring. He posts all of the notes, slides, etc. before class so it is really easy to follow along in lectures. His exams were also extremely fair. Great professor overall!

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