Lectures cancelled

This week I have to cancel the lectures as I am in a conference abroad. If you are familiar with measure theory you can review its basics and its applications to probability theory and stochastic processes in this notes.

If you are not familiar with measure theory you can also try to read the notes :-). Keep in mind that these notes are meant to review the subject not to teach it in any depth. For this course ONLY SOME OF THE RESULTS contained in this notes are "kind of" compulsory to know. By this I mean, no need to know the proof only how to use them.

Next week I will present some of the results in this notes and I will start reviewing continuous time Markov chains.?