% Preamble for MATH5975 Introduction to Stochastic Analysis Notes \documentclass[a4paper, 11pt]{article} % Encoding and fonts (LuaLaTeX) \usepackage{fontspec} % Page geometry - tighter spacing to match original \usepackage[a4paper, top=2cm, left=1cm, right=1cm]{geometry} % Colors \usepackage[dvipsnames]{xcolor} \definecolor{linkblue}{HTML}{00007B} \definecolor{exampleblue}{HTML}{4169E1} \definecolor{highlightred}{HTML}{B22222} \definecolor{highlightblue}{HTML}{0000FF} \definecolor{notegray}{HTML}{7F807F} \definecolor{highlightsalmon}{HTML}{F08080} \definecolor{highlightgreen}{HTML}{006400} \definecolor{examplebarbg}{rgb}{0.255, 0.41, 0.884} % Mathematics \usepackage{amsmath} \usepackage{amssymb} \usepackage{amsthm} \usepackage{mathtools} \usepackage{thmtools} \usepackage{mathrsfs} \usepackage{bm} % Headers and footers \usepackage{fancyhdr} \pagestyle{fancy} \fancyhf{} \lhead{\textit{Melantha Wang}} \rhead{\thepage} \renewcommand{\headrulewidth}{0pt} % Hyperlinks \usepackage[colorlinks=true, linkcolor=linkblue, citecolor=linkblue, urlcolor=linkblue]{hyperref} % Lists \usepackage[shortlabels]{enumitem} % Graphics and diagrams \usepackage{graphicx} \usepackage{tikz} \usepackage{caption} \usetikzlibrary{arrows.meta, positioning, shapes.geometric, calc} % Boxes for examples \usepackage{mdframed} % Footnotes \usepackage[bottom]{footmisc} % Tighter spacing \usepackage{parskip} \setlength{\parskip}{0pt plus 1pt} % Section heading styles \usepackage{titlesec} \titleformat{\section} {\normalfont\normalsize\centering} {\thesection} {1em} {\scshape} \titleformat{\subsection} {\normalfont\bfseries\fontsize{12}{14.4}\selectfont} {\thesubsection} {1em} {} \titleformat{\subsubsection} {\normalfont\bfseries} {\thesubsubsection} {1em} {} % ------------------------------------------------------- % Theorem environments % ------------------------------------------------------- % Italic body style (for theorem-like environments) \newtheoremstyle{italicbody}% {3pt}{3pt}% {\itshape}{}% {\bfseries}{.}% { }{} % Upright body style (for definition-like environments) \newtheoremstyle{uprightbody}% {3pt}{3pt}% {}{}% {\bfseries}{.}% { }{} % Theorem environments with italic body, each with own counter \theoremstyle{italicbody} \newtheorem{theorem}{Theorem}[subsection] \newtheorem{lemma}{Lemma}[subsection] \newtheorem{corollary}{Corollary}[subsection] \newtheorem{proposition}{Proposition}[subsection] % Definition-like environments with upright body, each with own counter \theoremstyle{uprightbody} \newtheorem{definition}{Definition}[subsection] \newtheorem{examplesinner}{Examples}[subsection] \newtheorem{remark}{Remark}[subsection] % Result environment (from exercise) \newtheorem{result}{Result}[subsection] % ------------------------------------------------------- % Examples environment with blue left border bar % ------------------------------------------------------- \newmdenv[ leftline=true, rightline=false, topline=false, bottomline=false, linewidth=3pt, linecolor=examplebarbg, innerleftmargin=10pt, innerrightmargin=0pt, innertopmargin=2pt, innerbottommargin=2pt, skipabove=3pt, skipbelow=3pt ]{examplebox} \newenvironment{examples}[1][]{% \begin{examplebox}% \refstepcounter{examplesinner}% {\color{exampleblue}\sffamily\bfseries Examples~\theexamplesinner\ifx\\#1\\\else\ (#1)\fi.}\,% }{% \end{examplebox}% } % Fix duplicate hyperref destinations across sections \renewcommand{\theHtheorem}{\thesection.\thesubsection.\arabic{theorem}} \renewcommand{\theHlemma}{\thesection.\thesubsection.\arabic{lemma}} \renewcommand{\theHcorollary}{\thesection.\thesubsection.\arabic{corollary}} \renewcommand{\theHproposition}{\thesection.\thesubsection.\arabic{proposition}} \renewcommand{\theHdefinition}{\thesection.\thesubsection.\arabic{definition}} \renewcommand{\theHexamplesinner}{\thesection.\thesubsection.\arabic{examplesinner}} \renewcommand{\theHremark}{\thesection.\thesubsection.\arabic{remark}} \renewcommand{\theHresult}{\thesection.\thesubsection.\arabic{result}} % ------------------------------------------------------- % Custom commands % ------------------------------------------------------- \newcommand{\E}{\mathbb{E}} \newcommand{\Var}{\operatorname{Var}} \newcommand{\Cov}{\operatorname{Cov}} \renewcommand{\P}{\mathbb{P}} \newcommand{\Q}{\mathbb{Q}} \newcommand{\R}{\mathbb{R}} \newcommand{\N}{\mathcal{N}} \newcommand{\F}{\mathcal{F}} \newcommand{\G}{\mathcal{G}} \newcommand{\A}{\mathcal{A}} \newcommand{\B}{\mathcal{B}} \newcommand{\Sc}{\mathcal{S}^c} \newcommand{\Lp}{\mathcal{L}} \newcommand{\indic}{\mathbf{1}} \DeclareMathOperator{\sgn}{sgn} % Color highlight commands for math terms \newcommand{\hblue}[1]{{\color{highlightblue}#1}} \newcommand{\hred}[1]{{\color{highlightred}#1}} \newcommand{\hgray}[1]{{\color{notegray}#1}} \newcommand{\hsalmon}[1]{{\color{highlightsalmon}#1}} \newcommand{\hgreen}[1]{{\color{highlightgreen}#1}} % Tombstone for proofs \renewcommand{\qedsymbol}{$\blacksquare$}