18.175 Lecture 16: Conditional expectation, random walks, martingales by Scott Sheffield
= 18.175 Lecture 16: Conditional expectation, random walks, martingales by Scott Sheffield
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By <Scott Sheffield>, as credited on the PDF title slide. No date is assigned from the URL alone.
Online text: https://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.