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Wahrscheinlichkeitstheorie
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Jochen Wengenroth
Language:
German
Published/Copyright:
2008
About this book
This textbook provides a compact yet accessibly written introduction to probability theory. Stochastic processes, martingales and application examples are dealt with alongside the basics. The necessary foundations of measure theory and metric spaces is provided. This text can be used as a first-class and motivating basis for a challenging three-semester introductory course on probability theory.
Author / Editor information
Jochen Wengenroth, Université de Liège, Belgien.
Topics
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Frontmatter
i -
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Inhaltsverzeichnis
xiii -
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Kapitel 1. Ereignisse und Modelle
1 -
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Kapitel 2. Unabhängigkeit und Modellierung
18 -
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Kapitel 3. Integration
34 -
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Kapitel 4. Konvergenz von Zufallsvariablen
61 -
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Kapitel 5. Verteilungskonvergenz und Fourier-Transformation
82 -
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Kapitel 6. Bedingte Verteilungen
102 -
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Kapitel 7. Stochastische Prozesse
125 -
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Kapitel 8. Martingale
152 -
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Kapitel 9. Stochastische Integration
172 -
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Kapitel 10. Anwendungen der stochastischen Integration
200 -
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Backmatter
224
Publishing information
Pages and Images/Illustrations in book
eBook published on:
September 25, 2008
eBook ISBN:
9783110203592
Hardcover published on:
July 29, 2008
Hardcover ISBN:
9783110203585
Pages and Images/Illustrations in book
Front matter:
12
Main content:
240
Keywords for this book
Probability Theory; Stochastic Integral; Random Variable; Martingale; Ito Formula
Audience(s) for this book
Students of mathematics, lecturers; libraries
Safety & product resources
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Manufacturer information:
Walter de Gruyter GmbH
Genthiner Straße 13
10785 Berlin
productsafety@degruyterbrill.com
