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Probability-2

Language EnglishEnglish
Book Hardback
Book Probability-2 Albert N. Shiryaev
Libristo code: 01382543
Publishers Springer-Verlag New York Inc., March 2019
This book contains a systematic treatment of probability from the ground up, starting with intuitive... Full description
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85.32 €
166.88  лв
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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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About the book

Full name Probability-2
Author Albert N. Shiryaev
Language English
Binding Book - Hardback
Date of issue 2019
Number of pages 348
EAN 9780387722078
ISBN 0387722076
Libristo code 01382543
Publishers Springer-Verlag New York Inc.
Weight 724
Dimensions 241 x 164 x 24

Categories

Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Probability & statistics
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