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portada Probability-2: V. 2 (Graduate Texts in Mathematics)
Type
Physical Book
Publisher
Author
Year
2019
Language
English
Pages
348
Format
Hardcover
ISBN
0387722076
ISBN13
9780387722078
Edition No.
3
Categories

Probability-2: V. 2 (Graduate Texts in Mathematics)

Albert N. Shiryaev (Author) · Springer · Hardcover

Probability-2: V. 2 (Graduate Texts in Mathematics) - Albert N. Shiryaev

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Synopsis "Probability-2: V. 2 (Graduate Texts in Mathematics) "

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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