This is the home page of the course Markov processes and martingales
BMETE95MM07, spring 2025.
Course Syllabus.
Homeworks.
Exercises and their solutions I .
Exercises and their solutions II .
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).
Some basic facts from probability theory