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

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.