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Lecture Notes for the Stochastic Dynamical Models course of the MSc in Mathematical Engineering @ Polimi (A.Y. 2021-2022)

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Conditional Expectation and Martingales

Taken during the course of Stochastic Dynamical Models by Professor Franco Fagnola for the MSc in Mathematical Engineering at Politecnico di Milano, A.Y. 2021-22. Written by

  • Teo Bucci
  • Gabriele Corbo

Updates and changes

This PDF was created during the lectures and revised as much as possibile; still, errors can be present. If you find anything or would like to propose any changes in the structure, feel free to make a Pull Request.

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Lecture Notes for the Stochastic Dynamical Models course of the MSc in Mathematical Engineering @ Polimi (A.Y. 2021-2022)

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