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Probability: Vol. 2
Description
(Graduate Texts in Mathematics) (v. 2) 3rd 2019 Edition
by Albert N. Shiryaev (Author), S. Wilson (Translator)
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.
Details
Year:
2019
Pages:
356
Language:
English
Format:
PDF
Size:
4MB
ISBN-10:
387722076
ISBN-13:
978-0387722078
