In this chapter we will review the basic knowledge of continuous probability theory and stochastic processes. We will take a look at general probability spaces and random variables as well as convergence of random variables in Section 6.1. In Section 6.2, we will take a look at stochastic processes and in Section 6.3, we will look at filtrations and conditional expected values in the general situation. A reader having a good understanding of those concepts can skip this chapter.
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