ADVANCED PROBABILITY
Conditional expectation. Martingales. Stochastic processes in continuous time. Weak convergence. Brownian motion. Poisson random measures. Lévy processes.
Advanced Probability, written by D. Chua, based on lectures by M. Lis, 2017, University of Cambridge.
- With Solutions
- Without Solutions
Advanced Probability, by J. R. Norris, 2016, University of Cambridge.