Assigment solution and the way forward

The solution to the assigment is now published. Please, check carefully and compare with yours.

You did a good job! The only thing that many did wrong is the step to take the infinite sum outside the integral in Problem 2a, which is actually pushing a limit out of the integral and, therefore, must be justified. Check whether you did this mistake and the solution. The step per se is not wrong, but it must be justified.

The way forward is to continue with Chapter 8 on martingales and stopping times. This is the last chapter. Then we will have a trial exam and I will publish exams from previous years.

Good luck!