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.
- ISBN13 9780387722054
- Publish Date 9 July 2016
- Publish Status Active
- Publish Country US
- Imprint Springer-Verlag New York Inc.
- Edition 3rd ed. 2016
- Format Hardcover
- Pages 486
- Language English