Probability-1 (graduate Texts In Mathematics)
by Albert N. Shiryaev /
2016 / English / PDF
5.7 MB Download
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.
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.
