Additional probability

Anne-Laure BASDEVANT

This preliminary course is intended to review the fundamental notions of Probability covered in M1 and used systematically thereafter in the M2 courses. Among these notions we can quote:

  • conditional probability
  • different notions of convergence
  • discrete time martingales

The course will be completed by exercises and a bibliography that can be used as a reference throughout the M2 year.