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Probability-2

Name: Probability-2
Brand: Springer-Verlag New York Inc.
SKU: 01382543
Price: 79.69 EUR
Availability: InStock
Author: Albert N. Shiryaev
ISBN: 9780387722078

Albert N. Shiryaev

Language

English

Book Hardback

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

Libristo code: 01382543

195 b

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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.