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Probability-2
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Probability-2

Third Edition 2019

Book Details

Format Hardback or Cased Book
ISBN-10 0387722076
ISBN-13 9780387722078
Edition Third Edition 2019
Publisher Springer-Verlag New York Inc.
Imprint Springer-Verlag New York Inc.
Country of Manufacture US
Country of Publication GB
Publication Date Mar 25th, 2019
Print length 348 Pages
Weight 724 grams
Dimensions 16.40 x 24.10 x 2.40 cms
Product Classification: Probability & statistics
Ksh 11,700.00
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This updated third edition of Shiryaev's work on probability contains a systematic treatment from the ground up, starting with intuitive ideas, then developing more sophisticated subjects. Examples are discussed in detail, and there are a large number of exercises.

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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