Math 495 HW Set 6 (revised) Stochastic Processes Professor Wickerhauser Due Wednesday, February 28th, 2018 at the end of class. LATE HOMEWORK WILL NOT BE ACCEPTED. These exercises are from Gregory F. Lawler's textbook "Introduction to Stochastic Processes," second edition, ISBN 978-1-58488-651-8, Chapman and Hall/CRC Press, second edition, 2006. Read Chapter 5, "Martingales," sections 5.1--5.4, pp.101--116 Required: Section 5.7, p.125: 5.1 Section 5.7, p.126: 5.4 Section 5.7, p.126: 5.5 Section 5.7, p.126: 5.6 Section 5.7, p.127: 5.7* Optional: Section 5.7, p.125: 5.3* Section 5.7, p.126: 5.8* * I judge these to be more challenging.