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Wahrscheinlichkeitstheorie und Stochastische Prozesse
Semimartingale und ihr stochastisches Integral
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Author(s):
Michael Mürmann
Publication date
(Online):
November 22 2013
Publisher:
Springer Berlin Heidelberg
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Book Chapter
Publication date (Print):
2014
Publication date (Online):
November 22 2013
Pages
: 367-393
DOI:
10.1007/978-3-642-38160-7_17
SO-VID:
687d6115-af9e-45b8-af17-e90acffeddd2
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Book chapters
pp. 3
Einführendes Beispiel: Der unendliche Münzwurf
pp. 13
Grundlagen der Maßtheorie
pp. 49
Messbare Abbildungen, Zufallsvariable
pp. 65
Integration, Erwartungswert
pp. 101
Unabhängigkeit
pp. 127
Das starke Gesetz der großen Zahlen
pp. 139
Schwache Konvergenz
pp. 157
Charakteristische Funktionen
pp. 175
Der zentrale Grenzwertsatz
pp. 183
Markov-Ketten
pp. 209
Stochastische Prozesse: Grundlagen
pp. 245
Die Radon-Nikodym Ableitung
pp. 271
Bedingte Wahrscheinlichkeit und Erwartung
pp. 291
Martingale
pp. 331
Messbare Prozesse
pp. 339
Markov-Prozesse
pp. 367
Semimartingale und ihr stochastisches Integral
pp. 395
Die quadratische Variation und Kovariation
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