Probability (Graduate Texts in Mathematics) - Hardcover

Shiryaev, A. N.

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9780387908984: Probability (Graduate Texts in Mathematics)

Synopsis

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, martingales, Markov chains, ergodic theory, weak convergence of probability measures, stationary stochastic processes, and the Kalman-Bucy filter. Many examples are discussed in detail, and there are a large number of exercises. The book is accessible to advanced undergraduates and can be used as a text or for self-study.

The 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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Language Notes

Text: English, Russian (translation)

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Other Popular Editions of the Same Title

9783540908982: Probability

Featured Edition

ISBN 10:  3540908986 ISBN 13:  9783540908982
Publisher: Springer Verlag, 1984
Hardcover