Probability
Albert Shiryaev
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.
ISBN : 9780387722078
ISBN : 9780387722078
Kategorie:
Rok:
2016
Wydawnictwo:
Springer
Język:
english
ISBN 10:
0387722076
ISBN 13:
9780387722078
Plik:
PDF, 3.77 MB
IPFS:
,
english, 2016