This is the home page of the course Markov processes and martingales
BMETE95MM07, spring 2025.
Course Syllabus.
Exam Topics.
Proofs required for the exam.
Practice Exam.
Homeworks.
Exercises and their solutions I .
Exercises and their solutions II .
Exercises and their solutions III .
Exercises and their solutions IV .
Review of Measure Theory (annotated).
Review of Measure Theory (one slide per page).
Review of Measure Theory (eight slides per page).
File A (one slide per page) .
File A (annotated copy) .
File A (eight slides per page).
File B (one slide per page) .
File B (eight slide per page) .
File B (annotated copy) .
File C (one slides per page).
File C (eight slides per page).
File C (annotated copy) .
File Ergodic Theory I (by Dr. Cainyun Ma).
File Ergodic Theory II and Random Frcatals.
Lecture on April 15.
Some basic facts from probability theory