Martingales and Stochastics

Part of the Graduate Texts in Mathematics book series (GTM, volume 261)


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.


Conditional Expectation Wiener Process Preceding Theorem Local Martingale Predictable Process 


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Copyright information

© Springer Science+Business Media, LLC 2011

Authors and Affiliations

  1. 1.Princeton UniversityPrincetonUSA

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