Martingales and Stochastics
This chapter is to introduce the vocabulary for describing the evolution of random systems over time. It will also cover the basic results of classical martingale theory and mention some basic processes such as Markov chains, Poisson processes, and Brownian motion. This chapter should be treated as a reference source for chapters to come.
KeywordsConditional Expectation Wiener Process Preceding Theorem Local Martingale Predictable Process
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