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portada Probability-2 (Graduate Texts in Mathematics, 95)
Type
Physical Book
Publisher
Author
Language
English
Pages
348
Format
Paperback
ISBN13
9781071618295
Edition No.
3

Probability-2 (Graduate Texts in Mathematics, 95)

Albert N. Shiryaev (Author) · Springer · Paperback

Probability-2 (Graduate Texts in Mathematics, 95) - Albert N. Shiryaev

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Synopsis "Probability-2 (Graduate Texts in Mathematics, 95) "

Advanced maths students have been waiting for this, the third edition of a text that deals with one of the fundamentals of their field. This book contains a systematic treatment of probability from the ground up, starting with intuitive ideas and gradually developing more sophisticated subjects, such as random walks and the Kalman-Bucy filter. Examples are discussed in detail, and there are a large number of exercises. This third edition contains new problems and exercises, new proofs, expanded material on financial mathematics, financial engineering, and mathematical statistics, and a final chapter on the history of probability theory.

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