Wahrscheinlichkeitstheorie
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Beschreibung
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.
Autor*in
Jochen Wengenroth
Themen in »Wahrscheinlichkeitstheorie«
Wahrscheinlichkeitsrechnung Stochastisches Integral Martingal Zufallsfunktion Ito-Formel Probability Theory Stochastic Integral Random Variable Martingale Ito Formula