Buchkritiken / book reviews
- G. Akemann, J. Baik, Ph. Di Francesco: The Oxford Handbook of Random Matrix Theory
(The Mathematical Gazette / Volume 97 / Issue 539 / July 2013, pp 375 - 376, DOI: 10.1017/S0025557200006379) - R. Bass: Stochastic Processes
(Mathematical Reviews: MR 2856623 (2012m:60001) ) - J. Bertoin: Lévy Processes
(Jahresbericht der DMV: 101.1 (1999) 8-10) - J. Bertoin: Random fragmentation and coagulation processes
(Zentralblatt der Mathematik: Zbl 1107.60002 ) - K. Bichteler: Stochastic Integration with Jumps
(Jahresbericht der DMV: 106.4 (2004) 64-67) - V.I. Bogachev: Measure Theory (2 vols.)
(Mathematical Reviews: MR2267655 (2008g:28002) ) - B. Bollobas: The Art of Mathematics - Take Two: Tea Time in Cambridge
(The Mathematical Gazette) - N. Bourbaki : Integration I, II
(The Mathematical Gazette / Volume 89 / Issue 516 / November 2005, pp 565-566, DOI: 10.1017/S0025557200178842) - V.V. Buldygin et al: Pseudo-Regularly Varying Functions and Generalized Renewal Processes
(Zentralblatt der Mathematik) - K. Burdzy: Brownian Motion and Its Applications to Mathematial Analysis (St. Flour Notes 2013)
(Zentralblatt der Mathematik: Zbl 1311.60001) - K.-L. Chung, J.B. Walsh: Markov Processes, Brownian Motion, and Time Symmetry. Second Edition
(Zentralblatt der Mathematik: Zbl 1082.60001 & Mathematical Reviews: MR2152573 (2006j:60003) ) - K.-L. Chung, Z. Zhao: From Brownian Motion to Schrödinger's Equation (2nd corrected printing)
(Zentralblatt der Mathematik: Zbl 1195.60002 ) - S. Cohen, A. Kuznetzsov, A.E. Kyprianou, V. Rivero: Lévy Matters II: Fractional Lévy Fields and Scale Functions
(Mathematical Reviews: MR3059537) - S.N. Cohen, R.J. Elliott: Stochastic Calculus and Applications. Second Edition
(Mathematical Reviews: MR3443368) - R. Cont, P. Tankov: Financial Modelling with Jump Processes
(Journal of the Royal Statistical Society A: 168:1 (2005) 250-251. link) - R.M. Dudley (edited by: E. Giné, V. Koltchinskii, R. Norvaisa): Selected Works of R.M. Dudley
(Zentralblatt der Mathematik: Zbl 1210.60006 ) - G. Felder, G.M. Graf, K. Hepp: A Journey through Statistical Physics. Selecta of Jürg Fröhlich
(The Mathematical Gazette / Volume 94 / Issue 531 / November 2010, pp 570-570) - St.R. Finch: Mathematical Constants II
(The Mathematical Gazette) - B. Fristedt, J. Gray: A Modern Approach to Probability Theory
(Commissioned by Metrika) - P.K. Friz, N.B. Victoir: Multidimensional stochastic processes as rough paths. Theory and applications
(Mathematical Reviews: MR2604669 (2012e:60001) ) - F. Hirsch, C. Profeta, B. Roynette, M. Yor: Peacocks and Associated Martingales, with Explicit Constructioins
(Mathematical Reviews: MR2808243 (2012g:60002) ) - Yaozhong Hu: Analysis on Gaussian Spaces.
(Zentralblatt der Mathematik Zbl 1386.60005) - M. Iosifescu, N. Limnios, G. Oprisan: Modèles stochastiques
(Mathematical Reviews: MR2393571 (2009h:60001) ) - N. Jacob: Pseudo Differential Operators and Markov Processes, (vol 1)
(Zentralblatt der Mathematik: Zbl 0987.60003 ) - N. Jacob: Pseudo Differential Operators and Markov Processes, (vol 2)
(Zentralblatt der Mathematik: Zbl 1005.60004 ) - N. Jacob: Pseudo Differential Operators and Markov Processes, (vol 3)
(Zentralblatt der Mathematik: Zbl 1076.60003 ) - J. Klafter, I.M. Sokolov: First Steps in Random Walks. From Tools to Applications
(Mathematical Reviews: MR2894872 ) - A. Khrennkov: Probability and Randomness. Quantum versus Classical
(Mathematical Reviews: MR3469460) - H. König: Measure and Integration. Publications 1997 - 2011
(The Mathematical Gazette / Volume 98 / Issue 543 / November 2014, pp 561-561, DOI: 10.1017/S0025557200008561) - N.V. Krylov: Introduction to the Theory of Random Processes
(Jahresbericht der DMV: 106.4 (2004) 68-69) - A.E. Kyprianou: Fluctuations of Lévy Processes with Applications. Introductory Lectures
(Mathematical Reviews: MR3155252) - N. Lerner: A Course on Integration Theory
(The Mathematical Gazette / Volume 100 / Issue 547 / March 2016, pp 18-181) - S.B. Lowen, M.C. Teich: Fractal-based point processes
(Mathematical Reviews: MR2162101 (2006f:60001) ) - B.B. Mandelbrot : Fractals and Chaos. The Mandelbrot Set and Beyond
(The Mathematical Gazette / Volume 89 / Issue 514 / March 2005, p 168) - V. Mandrekar, B. Rüdiger: Stochastic Integration in Banach Spaces
(Zentralblatt der Mathematik: Zbl 1314.60007) - V. Mandrekar, D.A. Redett: Weakly Stationary Random Fields, Invariant Subspaces and Applications
(Mathematical Reviews: MR3751383) - M.B. Marcus, J. Rosen: Markov processes, Gaussian processes and local times
(Zentralblatt der Mathematik: Zbl 1129.60002 ) - P. Mörters, Y. Peres: Brownian Motion
(Mathematical Reviews: MR2604525 (2011i:60152) ) - D. Nualart, E. Nualart: Introduction to Malliavin Calculus
(Mathematical Reviews: MR3838464) - B. Oksendal: Stochastic Differential Equations (6th ed.)
(The Mathematical Gazette / Volume 89 / Issue 514 / March 2005, pp 178-179, DOI: 10.1017/S0025557200177447) - Y. Oshima: Semi-Dirichlet Forms and Markov Processes
(Zentralblatt der Mathematik: Zbl 1286.60002) - G. Peccati, M. Reitzner (eds.): Stochastic Analysis for Poisson Point Processes
(Mathematical Reviews MR3444831) - F. Rindler: Calculus of Variations
(The Mathematical Gazette) - B. Roynette, M. Yor: Penalising Brownian Paths
(Zentralblatt der Mathematik Zbl 1190.60002 ) - K. Sato: Lévy Processes and infinitely divisible distributions
(Jahresbericht der DMV: 104.4 (2002) 6-9) - S. Shahriari: An Invitation to Combinatorics
(The Mathematical Gazette) - E.M. Stein; R. Shakarchi: Real Analysis
(The Mathematical Gazette / Volume 91 / Issue 520 / March 2007, pp 172-172 DOI: 10.1017/S0025557200181343 - M. Talagrand: Upper and Lower Bounds for Stochastic Processes
(The Mathematical Gazette / Volume 100 / Issue 547 / March 2016, pp 180-181) - S. Umarov, M. Hahn, K. Kobayashi: Beyond the triangle: Brownian motion, Ito calculus and Fokker-Planck equation - fractional generalizations
(Zentralblatt der Mathematik Zbl DE068482490)