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Probability-2, Hardback Book


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.


  • Format: Hardback
  • Pages: 348 pages, 16 Illustrations, black and white; X, 348 p. 16 illus.
  • Publisher: Springer-Verlag New York Inc.
  • Publication Date:
  • Category: Probability & statistics
  • ISBN: 9780387722078

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