Wahrscheinlichkeitstheorie

DOI10.1515/9783110203592zbMath1162.60001OpenAlexW4232478422MaRDI QIDQ5900343

Jochen Wengenroth

Publication date: 9 September 2008

Full work available at URL: https://doi.org/10.1515/9783110203592

zbMATH Keywords

Brownian motionGaussian processlaw of large numbersconditional expectationcentral limit theoremmartingalestochastic integrationsemimartingaleBirkhoff's ergodic theoremGirsanov transformLebesgue integration

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to measure and integration (28-01) Stochastic processes (60Gxx) Distribution theory (60Exx) Limit theorems in probability theory (60Fxx) Foundations of probability theory (60Axx)

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