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Literatur

1
Applebaum, D. (2004)
LÚvy Processes and Stochastic Calculus
Cambridge University Press, Cambridge

2
Breiman, L. (1992)
Probability
SIAM, Philadelphia

3
Grimmett, G., Stirzaker, D. (2001)
Probability and Random Processes
Oxford University Press, Oxford

4
Kallenberg, O. (2001)
Foundations of Modern Probability
Springer-Verlag, New York

5
Kingman, J.F.C. (1993)
Poisson Processes
Oxford University Press, Oxford

6
Krylov, N.V. (2002)
Introduction to the Theory of Random Processes
AMS-Series: Graduate Studies in Mathematics, Providence

7
Resnick, S.I. (1992)
Adventures in Stochastic Processes
Birkhńuser, Boston

8
Rolski, T., Schmidli, H., Schmidt, V., Teugels, J. (1999)
Stochastic Processes for Insurance and Finance
J. Wiley & Sons, Chichester

9
Samorodnitsky, G., Taqqu, M.S. (1994)
Stable Non-Gaussian Random Processes
Chapman & Hall, New York

10
Sato, K.-I. (1999)
LÚvy Processes and Infinite Divisibility
Cambridge University Press, Cambridge

11
Skorokhod, A.V. (2005)
Basic Principles and Applications of Probability Theory
Springer-Verlag, Berlin/Heidelberg



Jonas Rumpf 2006-07-27