Probability-2
商品資訊
ISBN13:9781071618295
出版社:Springer Nature
作者:Albert N. Shiryaev
出版日:2021/07/21
裝訂:平裝
版次:3
商品簡介
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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