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Wahrscheinlichkeitstheorie Und Stochastische Prozesse by Michael Mürmann

Wahrscheinlichkeitstheorie Und Stochastische Prozesse

by Michael Mürmann
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Book cover type: Paperback
  • ISBN13: 9783642381591
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Springer Spektrum
  • Publisher Imprint: Springer Spektrum
  • Publication Date:
  • Pages: 428
  • Original Price: EUR 32.7
  • Language: German
  • Edition: 2014
  • Item Weight: 699 grams
  • BISAC Subject(s): Probability & Statistics / General

Dieses Lehrbuch beschäftigt sich mit den zentralen Gebieten einer ma theoretisch orientierten Wahrscheinlichkeitstheorie im Umfang einer zweisemestrigen Vorlesung. Nach den Grundlagen werden Grenzwertsätze und schwache Konvergenz behandelt. Es folgt die Darstellung und Betrachtung der stochastischen Abhängigkeit durch die bedingte Erwartung, die mit der Radon-Nikodym-Ableitung realisiert wird. Sie wird angewandt auf die Theorie der stochastischen Prozesse, die nach der allgemeinen Konstruktion aus der Untersuchung von Martingalen und Markov-Prozessen besteht. Neu in einem Lehrbuch über allgemeine Wahrscheinlichkeitstheorie ist eine Einführung in die stochastische Analysis von Semimartingalen auf der Grundlage einer geeigneten Stetigkeitsbedingung mit Anwendungen auf die Theorie der Finanzmärkte. Das Buch enthält zahlreiche Übungen, teilweise mit Lösungen. Neben der Theorie vertiefen Anmerkungen, besonders zu mathematischen Modellen für Phänomene der Realität, das Verständnis.​

Dr. Michael Mürmann, Universität Heidelberg, Mathematisches Institut

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