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Probability 2017: Volume 2 epub

Probability 2017: Volume 2 by Albert N. Shiryaev
Probability 2017: Volume 2
Author: Albert N. Shiryaev
Number of Pages: 500 pages
Published Date: 08 Oct 2016
Publisher: Springer-Verlag New York Inc.
Publication Country: New York, NY, United States
Language: English
Type: Pdf
ISBN: 9780387722078
File Name: Probability.2017.Volume.2.pdf
Download Link: Probability 2017 Volume 2

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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