Probability: Volume 1 (Graduate Texts in Mathematics)
Albert N. Shiryaev
ISBN: | 9780387722054 |
Publisher: | Springer |
Published: | 1 January, 2009 |
Format: | Hardcover |
Language: | English |
Probability: Volume 1 (Graduate Texts in Mathematics)
Albert N. 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.
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