L?rebok/Text book:
Measures, Integrals and Martingales
by René L. Schilling, Cambridge University Press (2005), ISBN-13: 9780521615259
Pensum/Syllabus:
The syllabus this fall consists of Ch. 1-13, plus subsections 1-9 in Ch. 19. In addition, we shall cover as much of chapters 17 and 18 as is necessary to make the proof of Theorem 19.2 understandable (more details later).