Professur fr Wahrscheinlichkeitstheorie

Monographien/monographs

Cover Ma & Integral Cover Wahrscheinlichkeit Cover Brownian Motion Cover Levy Matters III
Schilling
Ma & Integral.


De Gruyter Studium
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Schilling
Wahrscheinlichkeit.


De Gruyter Studium
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Schilling / Partzsch
Brownian Motion.
Second Edition.

De Gruyter Textbook
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Böttcher / Schilling / Wang
Lévy Type Processes:
Construction, Approximation,
Sample Path Properties.
Springer LNM 2099.
homepage of this book
Cover Measures, Integrals, Martingales Cover From Lvy-Type Processes to Parabolic SPDEs Cover Bernstein Functions Cover Selected Papers of William Feller 1/2
Schilling
Measures, Integrals and
Martingales.
Second Edition.  
Cambridge University Press
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Khoshnevisan / Schilling
From Lvy-Type Processes to
Parabolic SPDEs.
 
Birkhuser
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Schilling / Song / Vondracek
Bernstein Functions: Theory
and Applications.
2nd corrected and enlarged edn.
De Gruyter Studies in Mathematics
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Schilling / Vondracek / Woyczynski
Selected Papers of William Feller 1/2
Springer Verlag
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  1. Measures, Integrals and Martingales. (ix + 387 pages)
    Cambridge University Press, Cambridge 2005. Second Edition 2017. ISBN: 9781316620243.
    [homepage of this book]      [link to publisher]      [google books]

  2. (mit/with Renming Song and Zoran Vondracek)
    Bernstein Functions - Theory and Applications. (x + 313 pages)
    De Gruyter, Studies in Mathematics vol. 37, Berlin 2010. ISBN: 978-3-11-021530-4.
    [homepage of this book]      [link to publisher]      [google books]

    Bernstein Functions - Theory and Applications. Second revised and enlarge Edition. (xii + 410 pages)
    De Gruyter, Studies in Mathematics vol. 37, Berlin 2012. ISBN: 978-3-11-025229-3.
    [homepage of this book]      [link to publisher]      [google books]

  3. (mit/with Lothar Partzsch)
    Brownian Motion - An Introduction to Stochastic Processes. (xii + 380 pages)
    De Gruyter Textbook, Berlin 2012. ISBN: 978-3-11-027889-7.
    [homepage of this book]      [link to publisher]      [google books]

    Brownian Motion - An Introduction to Stochastic Processes. Second Edition. (xvi + 408 pages)
    De Gruyter Textbook, Berlin 2014. ISBN: 978-3-11-030729-0.
    [homepage of this book]      [link to publisher]      [google books]

  4. (mit/with Bjrn Bttcher and Jian Wang)
    Lvy-Type Processes: Construction, Approximation and Sample Path Properties. (x + 202 pages)
    Springer Lecture Notes in Mathematics 2099 and Lvy Matters III, Berlin 2014. ISBN: 978-3-319-02683-1
    [homepage of this book]      [link to publisher]      [google books]

  5. Ma & Integral. (x + 172 pages)
    De Gruyter Studium 2015. ISBN: 978-3-11-034814-9 (Softcover).
    [homepage of this book]      [link to publisher]      [google books] 

  6. (mit/with Zoran Vondracek and Wojbor Woyczynski)
    Selected Papers of William Feller I. (xxxvi + 820pages) ISBN: 978-3-319-16858-6
    [homepage of this book]      [link to publisher]      [google books] 
    Selected Papers of William Feller II (xxxvi + 785 pages) ISBN: 978-3-319-16855-5
    [homepage of this book]      [link to publisher]      [google books] 
    Springer International, Cham 2015.

  7. (mit/with Davar Khoshnevisan)
    From Lvy-Type processes to Parabolic SPDEs. Advanced Courses in Mathematics CRM Barcelona.
    Birkhuser Cham 2017. ISBN 978-3-319-34119-4 (Softcover).
    [homepage of this book]      [link to publisher]      [google books]

    My part (pp. 1-126): An Introduction to Lvy and Feller Processes is freely available on ArXiv
    [pdf]  [arXiv]

  8. Wahrscheinlichkeit. (x + 232 pages)
    De Gruyter Studium 2017. ISBN 978-3-11-035065-4 (Softcover).
    [homepage of this book]      [link to publisher]      [google books]