Univ. Heidelberg
Statistics Group   Institute of Applied Mathematics   Faculty of Mathematics and Computer Science   University Heidelberg
Ruprecht-Karls-Universität Heidelberg Statistics of inverse problems Research Group Lecture course Probability Theory II (SS 2016)
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Last edited on
Sep 07, 2020 by JJ.
Jan JOHANNES Apr 18,2016 Lecture

  1. P. Billingsley (1968). Weak convergence of measures. Wiley, New York.

  2. Y. S. Chow and M. Teicher (1987). Probability Theory: Independence, Interchangeability, Martingales, Springer-Verlag.

  3. K. L. Chung (1968). A Course in Probability Theory. Harcourt, Brace & World Inc.

  4. R. Durrett (2010). Probability: Theory and Examples. Cambridge University Press, Cambridge

  5. S. Karlin and H.Taylor (2005). A First/Second Course in Stochastic Processes. Academic Press, San Diego, California

  6. O. Kallenberg (2002). Foundations of Modern Probability. Springer, Berlin, Heidelberg

  7. I. Karatzas and S. Shreve (1998). Brownian Motion and Stochastic Calculus, Springer, Berlin, Heidelberg

  8. A. Klenke (2008). Probability Theory. A Comprehensive Course. Springer, Berlin, Heidelberg

  9. J. Neveu (1972). Martingales à temps discret, Masson.