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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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The book is written in English.
The binding of this edition is Hardcover.
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