Date of Award
4-20-2011
Document Type
Thesis open access
Abstract
This paper serves as a concise and self-contained reference to measure-theoretical probability. We study the theory of expected values as integrals with respect to probability measures on abstract spaces and the theory of conditional expectations as Radon-Nikodym derivatives. Finally, the concept of martingale and its basic properties are introduced.
Recommended Citation
Ma, Xin, "Measure Theory, Probability, and Martingales" (2011). Math Honors Theses. 3.
https://digitalcommons.trinity.edu/math_honors/3
Comments
This thesis is protected under the provisions of U.S. Code Title 17. Any copying of this work other than "fair use" (17 USC 107) is prohibited without the copyright holder's permission.