Probability (Graduate Texts in Mathematics) - Hardcover

A. N. Shiryayev

Hardcover

ISBN 10: 0387908986 ISBN 13: 9780387908984

Publisher: Springer-Verlag, 1984

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.

About this title

Language Notes:

Text: English, Russian (translation)

About this edition

• Publisher: Springer-Verlag
• Publication date: 1984
• ISBN 10: 0387908986
• ISBN 13: 9780387908984
• Binding: Hardcover
• Number of pages: 577