The technical interview consisted of the following: for a<0<b, what is the probability that a standard Brownian Motion hits a before b? What is the expectation of the first hitting time of a or b? What is B_t^2 (super or submartingale) For X and Y two independent exponential variables with parameters a and b, compute P(X>Y). Given an example of a martingale that is not a Markov process and an example of a Markov process that is not a martingale. Was asked to talk a bit about thesis, and also if I had any questions for the interviewer.