Probability-1
- Albert N. Shiryaev
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Know about the book -
Probability-1 is written by Albert N. Shiryaev and published by Springer. It's available with International Standard Book Number or ISBN identification 1493979051 (ISBN 10) and 9781493979059 (ISBN 13).
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.
