Part of the Graduate Texts in Mathematics series
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: 01/01/2009
- Category: Probability & statistics
- ISBN: 9780387722078
- EPUB from £46.75