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Stochastische Prozesse
Paperback
Series: Mathematik Kompakt
ISBN13: 9783764384326
Publisher: Birkhauser
Published: Sep 11 2014
Pages: 155
Weight: 0.60
Height: 0.30 Width: 6.50 Depth: 9.40
Language: German
Am Anfang des Buches steht die Mathematik der Zufallsvariablen. Die Autoren entwickeln sie im Zusammenspiel mit der Ma - und Integrationstheorie. Ein stochastischer Prozess lässt sich so als ein zufälliger Pfad durch einen Zielbereich betrachten. Behandelt werden Klassen zufälliger Prozesse, die für die Anwendung eine wichtige Rolle spielen. Das Buch liefert Orientierung und Material für eine 2- oder 4-stündige weiterführende Lehrveranstaltung in Stochastik für Mathematiker.
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