Erschienen: 09.07.2016 Abbildung von Shiryaev | Probability-1 | 3rd ed. 2016 | 2016 | Volume 1 | 95

Shiryaev

Probability-1

Volume 1

lieferbar (3-5 Tage)

ca. 80,24 €

inkl. Mwst.

3rd ed. 2016 2016. Buch. xvii, 486 S. 39 s/w-Abbildungen, 12 s/w-Tabelle, Bibliographien. Hardcover

Springer. ISBN 978-0-387-72205-4

Format (B x L): 15,5 x 23,5 cm

Gewicht: 913 g

In englischer Sprache

Das Werk ist Teil der Reihe: Graduate Texts in Mathematics; 95

Produktbeschreibung

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.

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