Libro Probability-2: V. 2 (Graduate Texts in Mathematics) De Albert N. Shiryaev

portada Probability-2: V. 2 (Graduate Texts in Mathematics)

Formato

Libro Físico

Editorial

Springer

Autor

Albert N. Shiryaev

Año

2019

Idioma

Inglés

N° páginas

348

Encuadernación

Tapa Dura

ISBN

0387722076

ISBN13

9780387722078

N° edición

Categorías

Probabilidad y estadística

Probability-2: V. 2 (Graduate Texts in Mathematics)

Albert N. Shiryaev (Autor) · Springer · Tapa Dura

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Reseña del libro "Probability-2: V. 2 (Graduate Texts in Mathematics)"

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.