Probability-1. Vol.1
Širjaev, Alʹbert N, Dmitry M. ChibisovAdvanced 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.
Categories:
Year:
2016
Edition:
3ed.
Publisher:
Springer
Language:
english
Pages:
486
ISBN 10:
0387722068
ISBN 13:
9780387722061
Series:
Graduate texts in mathematics 95
File:
PDF, 2.75 MB
IPFS:
,
english, 2016