| Author: | Albert N. Shiryaev | ISBN: | 9780387722085 |
| Publisher: | Springer New York | Publication: | March 23, 2019 |
| Imprint: | Springer | Language: | English |
| Author: | Albert N. Shiryaev |
| ISBN: | 9780387722085 |
| Publisher: | Springer New York |
| Publication: | March 23, 2019 |
| Imprint: | Springer |
| Language: | English |
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.
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.
