Lectures on Stochastic Analysis

نویسنده

Thomas G. Kurtz

چکیده

2 Review of probability. 5 2.1 Properties of expectation. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 2.2 Convergence of random variables. . . . . . . . . . . . . . . . . . . . . . . . . 5 2.3 Convergence in probability. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6 2.4 Norms. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7 2.5 Information and independence. . . . . . . . . . . . . . . . . . . . . . . . . . 8 2.6 Conditional expectation. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9

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