Beschreibung:
This text is an introduction to the modern theory and applications of probability and stochastics. The style and coverage is geared towards the theory of stochastic processes, but with some attention to the applications. In many instances the gist of the problem is introduced in practical, everyday language and then is made precise in mathematical form.
Exercises are plentiful and of high quality
Preface.- Measure and Integration.- Probability Spaces.- Convergence.- Conditioning.- Martingales and Stochastics.- Poisson Random Measures.- Levy Processes.- Index.- Bibliography