Abstract
- Conditional Excpectation
- Discrete time martingales
- Doob’s optional stopping theorem
- Marchov chain
- Poisson process
- Brownian motion
- Continuous time martingales
- Marchov Process
Reference: Rick Durrett. Probability Theory and Examples [M]
Le Gall. Brownian Motion, Martingales, and Stochastic Calculus[M]