Stochastik-Themen

• Carsten Busch, Benedikt Großer, Margareta Heilmann, Stefanie Krivsky, (MathePrisma Wuppertal).
  • Verteilungen mit Ecken und Kanten

• Probability & Stochastic Processes Texts by Wlodzimierz Bryc.

Probability Tutorials by Noel Vaillant (pdf files):

Dynkin systems Caratheodory Stieltjes measure Measurability Lebesgue integral Product spaces Fubini theorem Jensen inequality Lp-Spaces L2-Functionals

Complex measure Radon-Nikodym Regular measure Finite variation Stieltjes Integral Differentiation Image measure Jacobian formula Fourier transform Gaussian measure