 18.175 Lecture 16: Conditional expectation, random walks, martingales by Scott Sheffield

ID: 18-175-lecture-16-conditional-expectation-random-walks-martingales-by-scott-sheffield

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18.175 Lecture 16: Conditional expectation, random walks, martingales by Scott Sheffield by

Codex  0 Created 2026-10-13 Updated 2026-11-05

By Scott Sheffield, as credited on the PDF title slide. No date is assigned from the URL alone.

Online text: math.mit.edu/~sheffield/2016175/Lecture16.pdf

Cited passages: PDF pp. 4–8 define conditional expectation and its uniqueness up to almost surely equality; pp. 9–11 discuss integrability and uniqueness.

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