René L. Schilling

Bog | Engelsk

In these lecture notes we give a self-contained and concise introduction to the essentials of modern probability theory. The material covers all concepts and techniques usually taught at BSc and first-year graduate level probability courses: Measure & int

Bog | Engelsk

A concise yet elementary introduction to measure and integration theory, which are vital in many areas of mathematics, including analysis, probability, mathematical physics and finance. In this highly successful textbook, core ideas of measure and integra

Bog | Engelsk

Stochastic processes occur everywhere in the sciences, economics and engineering, and they need to be understood by (applied) mathematicians, engineers and scientists alike. This book gives a gentle introduction to Brownian motion and stochastic processes