Probability-1: v. 1 (Graduate Texts in Mathematics)
Probability-1: v. 1 (Graduate Texts in Mathematics) by Albert N. Shiryaev
English | 8 Jun. 2016 | ISBN: 038772205X | 486 Pages | PDF (True) | 5.68 MB
English | 8 Jun. 2016 | ISBN: 038772205X | 486 Pages | PDF (True) | 5.68 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.