Probability-2

Nonfiction, Science & Nature, Mathematics, Statistics
Cover of the book Probability-2 by Albert N. Shiryaev, Springer New York
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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.

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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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