240111 Probability Theory (V) (WiSe 2008/2009)

The course starts on Monday , 15th September 2008, at 12:00.

Evaluation through two exams in written form: middle-term and final.

Bibliography

Required text:

J. Jacod, P. Protter, "Probability Essentials", 2nd ed., Springer, 2003.

Additional references (see Semesterapparat, Uni Bibliothek, V1):

W. Feller, "An Introduction to Probabilty Theory and its Applications", Wiley & Sons, 1968.

G. R. Grimmet, D.R. Stirzaker, "Probabilty and Random Processes", Oxford University Press, 1992.

K. L. Chung, F. Aitsahlia, "Elementary Probability Theory: with Stochastic Processes and an Introduction to Mathematical Finance", 4th ed., Springer, 2003.

J. Rosenthal, "A First Look at Rigorous Probability Theory", Singapore World Scientific, 2006.

F. M. Dekking, C. Kraaikamp, H.P. Lopuha\"{a}, L.E. Meester, A Modern Introduction to Probability and Statistics: Understanding Why and How", Springer, 2005.

H.-O. Georgii, "Einf\"{u}hrung in die Wahrscheinlichkeitstheorie und Statistik", de Gruyter, 2004.

P. Billingsley, "Probability and Measure", John Wiley & Sons, 1995.

R. Durrett, "Probability: Theory and Examples", Duxbury Press, New York, 1996.

A. N. Shirayev, "Probability", Springer, 1996.

A. Gut, "Probability: a Graduate Course", Springer, 2005.

L. Breiman, "Probability"' Addison Wesley, 1968 (reprint SIAM, 1993).

D. W. Stroock, "Probability Theory, an Analytical View", Cambridge University Press, 1993.

H. Bauer, "Wahrscheinlichkeitstheorie", de Gruyter, 2000.