2.1 Infinite arithmetic

2.2 General measures

2.3 Counting measure

2.4 Lebesgue measure

2.5 Subadditivity and monotone limits

2.6 Dynkin's identification theorem

Extra: Proof of Dynkin's identification theorem

Video lecture: Dynkin's identification theorem and monotone class theorem (86 min). This experimental video lecture by K Kytölä corresponds to Appendix C of the lecture notes. (The quality is unfortunately not ideal, but hopefully some of you might find it helpful anyway. Works better with Chrome than Safari.) 


Alternative reading material:

  • [Jacod & Protter, Chapters 2, 6, and 7]
  • [Williams, Chapters 1.3-1.7, and 3.9]
Last modified: Thursday, 14 January 2021, 12:24 AM