Subsections
[Cr:4, Lc:3, Tt:1, Lb:0]
- Radon Nikodym Theorem. Conditional Expectation. Regular conditional
probability. Relevant measure theoretic development.
- Discrete parameter martingales with various applications.
- Path properties of continuous parameter martingales.
- Introduction to Brownian Motion.
- David Williams, Probability with Martingales, Cambridge
University Press (1991).
- Patrick Billingsley, Probability and Measure, John Wiley &
Sons, Inc., New York (1995).
- Leo Breiman, Probability, Society for Industrial and Applied
Mathematics (1968).
