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.
- ISBN: 978-0-387-72205-4
- Editorial: Springer
- Encuadernacion: Cartoné
- Páginas: 486
- Fecha Publicación: 26/03/2016
- Nº Volúmenes: 1
- Idioma: Inglés