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Item Details
| Title:
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PROBABILITY-1
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| By: |
Albert N. Shiryaev, Dmitry M. Chibisov (Trans) |
| Format: |
Hardback |
| List price:
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£64.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
038772205X |
| ISBN 13: |
9780387722054 |
| Publisher: |
SPRINGER-VERLAG NEW YORK INC. |
| Pub. date: |
1 January, 2011 |
| Edition: |
3rd ed. 2016 |
| Series: |
Graduate Texts in Mathematics 95 |
| Pages: |
486 |
| Translated from: |
Russian |
| Description: |
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. |
| Synopsis: |
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. |
| Illustrations: |
12 Tables, black and white; 39 Illustrations, black and white; XVII, 486 p. |
| Publication: |
US |
| Imprint: |
Springer-Verlag New York Inc. |
| Returns: |
Returnable |
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