[mikrl]

Maybe it’s the course I’m taking but a lot of the results are surprising to me.

> such and such is a martingale so this term goes to zero

This is why I dug into stochastic calculus and from there to measure theory, because it seems even the rigorous treatment of Brownian Motion springs out of Kolmogorov’s extension theorem… and every section I’ve read on optimal stopping is over my head rn.