Handouts

Math 280C (Spring 2017)

• Exchangeability
• Functional Monotone Class Theorem
• Strong Law of Large Numbers and Central Limit Theorem for Martingales
• Foster-Liapunov Criteria for Recurrence and Transience
• Strong Markov Property for Brownian Motion
• An Integral for the First Passage Time Density
• Stochastic Integrals
• Levy's Characterization of Brownian Motion
• Martingale Representation Theorem
• Exponential Martingales