Conditional Expectation and Martingale (Under construction)
Foreword
This blog serves as a collection of interesting results and exercises about conditional expectation and martingale. It does not aim to be a comprehensive tutorial on the topic. The content is collected from various textbooks and lecture notes, and the difficulty level should be not higher than PhD level measure theory or stochastic process courses. Currently, this blog is still under construction. If you have any suggestions or want to contribute, please feel free to contact me!