Probability (Graduate Texts in Mathematics) Book + PRICE WATCH * Amazon pricing is not included in price watch

Probability (Graduate Texts in Mathematics) Book

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.Read More

from£65.54 | RRP: £41.54
* Excludes Voucher Code Discount Also available Used from £38.87
  • 0387908986
  • 9780387908984
  • A. N. Shiryaev
  • Springer-Verlag
  • Hardcover (Book)
  • 577
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