Probability 2 spring 2023
Last updated on January 29, 2023
This semmester (spring 2023), Laure Marêché and I are teaching the course Probability 2: Martingales and Markov Chains at the Université de Strasbourg.
The main bibliography is
- chapter IV and V of the book Processus Aléatoires à temps discret by Jacques Franchi
- and chapters 12 and 13 of the notes Intégration, Probabilités et Processus Aléatoires by Jean-François Le Gall, available at https://www.imo.universite-paris-saclay.fr/~jean-francois.le-gall/IPPA2.pdf
Exercise sheets: