As we have mentioned in the introduction, we are assuming that the reader is familiar with the basic notions of probability. Nevertheless, due to the crucial importance of the notions of conditional probability Conditional probability and conditional expectationConditional expectation for the study of martingale theory, we will give a brief review of them in this chapter.

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Probability and Conditional Expectation

  • Wilfredo Urbina-Romero,
  • Ricardo Rios

摘要

As we have mentioned in the introduction, we are assuming that the reader is familiar with the basic notions of probability. Nevertheless, due to the crucial importance of the notions of conditional probability Conditional probability and conditional expectationConditional expectation for the study of martingale theory, we will give a brief review of them in this chapter.