Schedule, syllabus and examination date

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Changes in the course due to coronavirus

Autumn 2020 we plan for teaching and examinations to be conducted as described in the course description and on semester pages. However, changes may occur due to the corona situation. You will receive notifications about any changes at the semester page and/or in Canvas.

See general guidelines for examination at the MN Faculty autumn 2020.

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 have good knowledge of the measure theoretic definitions of probability, independence, random variable, stochastic process, and conditional expectation
  • you master different ways to describe the distribution of a random variable
  • you have thorough knowledge of 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 understand the construction of Brownian motions and know some of their most important properties
  • master LaTeX as an electronic tool for writing mathematics.

Admission to the course

Students admitted at UiO must apply for courses in Studentweb. Students enrolled in other Master's Degree Programmes can, on application, be admitted to the course if this is cleared by their own study programme.

Nordic citizens and applicants residing in the Nordic countries may apply to take this course as a single course student.

If you are not already enrolled as a student at UiO, please see our information about admission requirements and procedures for international applicants.

Overlapping courses


4 hours lectures/exercises per 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 support materials permitted.

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) Sep. 29, 2020 11:26:15 PM

Facts about this course


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

Teaching language