Date of Award
Thesis open access
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.
Ma, Xin, "Measure Theory, Probability, and Martingales" (2011). Math Honors Theses. 3.