Schedule, syllabus and examination date

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Changes in the course due to coronavirus

Spring 2021 the exams of most courses at the MN Faculty will be conducted as digital home exams or oral exams, using the normal grading scale. The semester page for your course will be updated with any changes in the form of examination.

See more information about examination at the MN Faculty spring 2021.

Course content

The course gives an introduction to probability theory in a measure-theoretic setting. Among the topics discussed are: Probability measures, σ-algebras, conditional expectations, convergence of random variables, the law of large numbers, characteristic functions, the central limit theorem, filtrations, martingales in discrete time, Brownian motion.

Learning outcome

After having completed the course:

  • you know the measure-theoretic definitions of probability, independence, random variable, stochastic process, and conditional expectation
  • you know different ways to describe the distribution of a random variable
  • you know methods for treating and describing limits of sequences of random variables
  • you are familiar with how filtrations and conditional expectations are used to represent information and can work with discrete time martingales
  • you know the construction of Brownian motions and some of their most important properties.

Admission to the course

Students who are admitted to study programmes at UiO must each semester register which courses and exams they wish to sign up for in Studentweb.

Special admission requirements

In addition to fulfilling theHigher Education Entrance Qualification, applicants have to meet the following special admission requirements:

  • Mathematics R1 (or Mathematics S1 and S2) + R2

And in addition one of these:

  • Physics (1+2)
  • Chemistry (1+2)
  • Biology (1+2)
  • Information technology (1+2)
  • Geosciences (1+2)
  • Technology and theories of research (1+2)

The special admission requirements may also be covered by equivalent studies from Norwegian upper secondary school or by other equivalent studies(in Norwegian).

Overlapping courses


4 hours lectures/exercises each week throughout the semester.

The course may be taught in Norwegian if the lecturer and all students at the first lecture agree to it.

Upon the attendance of three or fewer students, the lecturer may, in conjunction with the Head of Teaching, change the course to self-study with supervision.


Final written exam 4 hours which counts 100 % towards the final grade. 

This course has 1 mandatory assignment that must be approved before you can sit the final exam.

It will also be counted as one of the three attempts to sit the exam for this course, if you sit the exam for one of the following courses: STK-MAT4710 – Probability Theory

Examination support material

No examination support material is allowed.

Language of examination

Courses taught in English will only offer the exam paper in English. You may write your examination paper in Norwegian, Swedish, Danish or English.

Grading scale

Grades are awarded on a scale from A to F, where A is the best grade and F is a fail. Read more about the grading system.

Resit an examination

This course offers both postponed and resit of examination. Read more:

Special examination arrangements, use of sources, explanations and appeals

See more about examinations at UiO

Last updated from FS (Common Student System) May 8, 2021 5:32:18 PM

Facts about this course


Taught according to demand and resources. Contact if you are interested in this course.

Teaching language