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Stochastische Prozesse
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Dieses verstndliche Einsteigerbuch stellt grundlegend die Theorie der stochastischen Prozesse vor. Nach einem allgemeinen Teil erlutert es wichtige Klassen stochastischer Prozesse wie Poisson-Prozesse, Markov-Prozesse, Martingale und Brownsche Bewegungen. Detaillierte Beweisfhrungen sowie zahlreiche bungsaufgaben mit ausfhrlichen Lsungen erleichtern das Verstndnis, vertiefen und festigen das Gelernte.
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