- Martingale theory Optional sampling; optional stopping; Doob's inequality; martingale convergence theorem; backward martingales; de Finetti's theorem
- Convergence of measures Weak and vague convergence; Prohorov's theorem
- Product measures Theorem of Ionescu-Tulcea; consistent families; Kolmogorov's extension theorem
- Central limit theorem Theorem of Stone-Weierstrass; characteristic functions; the central limit theorem
- Brownian motion Stochastic processes; Gauss processes; construction and path properties of Brownian motion; strong Markov property and reflection principle; law of the iterated logarithm; Skorohod's embedding theorem
- Poisson point processes
- Lehrende(r): Martin Hutzenthaler
- Lehrende(r): Robert Link