next up previous contents
Nächste Seite: Einleitung Aufwärts: skript Vorherige Seite: Inhalt   Inhalt

Literatur

1
Adler, R.J., Taylor, J.E. (2005)
Random Fields and Geometry
Buchmanuskript, Technion/Stanford University

2
Applebaum, D. (2004)
LÚvy Processes and Stochastic Calculus
Cambridge University Press, Cambridge

3
Breiman, L. (1992)
Probability
SIAM, Philadelphia

4
Grimmett, G., Stirzaker, D. (2001)
Probability and Random Processes
Oxford University Press, Oxford

5
Kallenberg, O. (2001)
Foundations of Modern Probability
Springer-Verlag, New York

6
Kingman, J.F.C. (1993)
Poisson Processes
Oxford University Press, Oxford

7
Krylov, N.V. (2002)
Introduction to the Theory of Random Processes
AMS-Series: Graduate Studies in Mathematics, Providence

8
Molchanov, I. (2005)
Theory of Random Sets
Springer-Verlag, Berlin

9
Resnick, S.I. (1992)
Adventures in Stochastic Processes
Birkhńuser, Boston

10
Rolski, T., Schmidli, H., Schmidt, V., Teugels, J. (1999)
Stochastic Processes for Insurance and Finance
J. Wiley & Sons, Chichester

11
Samorodnitsky, G., Taqqu, M.S. (1994)
Stable Non-Gaussian Random Processes
Chapman & Hall, New York

12
Sato, K.-I. (1999)
LÚvy Processes and Infinite Divisibility
Cambridge University Press, Cambridge

13
Schneider, R., Weil, W. (2000)
Stochastische Geometrie
Teubner-Verlag, Stuttgart

14
Skorokhod, A.V. (2005)
Basic Principles and Applications of Probability Theory
Springer-Verlag, Berlin/Heidelberg



Ursa Pantle 2005-07-13