Author of this section: Dr. Christof Luchsinger

Own Scripts:

• Introduction to Probability Theory and Statistics, Script for Mathematicians (in German), 2003, 2004, 2005, 2006.
• Introduction to Probability Theory and Statistics, Script for Nature Scientists (in German), 2005, 2006.
• Applied Probability, Script (in German), 2002, 2004, 2006.

Probability Theory

Bauer (in German) is a rigorous and very technical-mathematical introduction to Probability Theory (no motivation from real life). Grimmett & Stirzaker is my favorite; Feller is a classic.

• Mass- und Integrationstheorie by Heinz Bauer, 1992
• An Introduction to Probability Theory and Its Applications by William Feller, 1971
• Probability and Random Processes by G. Grimmett & D. Stirzaker, OUP 2001
• Wahrscheinlichkeit, Sirjaev, A.N. (1988). VEB Verlag der Wissenschaften, Berlin.

Stochastic Processes:

Ross' Introduction is a brilliant and broad introduction into stochastic modeling. Best on Markov Chains is Norris.

• Introduction to Probability Models by S.M. Ross, Academic Press San Diego, 1997
• Stochastic Processes, Ross, S.M. (1995). Wiley, New York.
• Convergence of Probability Measures, Billingsley, P. (1999). Wiley, New York.
• Markov Chains by J.R. Norris, Cambridge University Press, 1998

You might want to visit Statistics and Options & Futures for related topics.

Webmaster: Dr. Christof Luchsinger / jobs@math-jobs.com / Member of the Luchsinger Mathematics Group