Probability-1 (3rd Edition)
Albert N. Shiryaev, "Probability-1 (3rd Edition)"
2016 | ISBN-10: 038772205X | 486 pages | EPUB | 8 MB
2016 | ISBN-10: 038772205X | 486 pages | EPUB | 8 MB
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.