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      Probability-2

      Albert N. Shiryaev

      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.

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      Probability

      Albert N. Shiryaev

      In addition to the thorough presentation of probability, a historical exposition is presented that documents how the mathematical theory of probability has developed. The two volumes that compose this set…

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      Problems in Probability

      Albert N. Shiryaev

      Many of the exercises included in the book contain helpful hints and other relevant information.Lastly, the author has included an appendix at the end of the book that contains a…

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      Problems in Probability

      Albert N. Shiryaev

      Many of the exercises included in the book contain helpful hints and other relevant information.Lastly, the author has included an appendix at the end of the book that contains a…

      $130.99

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      Optimal Stopping Rules

      Albert N. Shiryaev

      Although three decades have passed since the first publication of this book, it is reprinted now as a result of popular demand. The author is one of the leading experts…

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      Selected Works III: Information Theory and the Theory of Algorithms

      Andrei N. Kolmogorov

      The last of three volumes which examines the work of the mathematician A.N. Kolmogorov. This volume contains original papers dealing with information theory and theory of algorithms. Comments on these…

      $461.99

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      Selected Works II: Probability Theory and Mathematical Statistics

      Andrei N. Kolmogorov

      Contains papers on probability theory and mathematical statistics. This book features topics such as limit theorems, axiomatics and logical foundations of probability theory, Markov chains and processes, stationary processes and…

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      Selected Works III: Information Theory and the Theory of Algorithms

      Andrei N. Kolmogorov

      The last of three volumes which examines the work of the mathematician A.N. Kolmogorov. This volume contains original papers dealing with information theory and theory of algorithms. Comments on these…

      $322.99

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      Selected Works II: Probability Theory and Mathematical Statistics

      Andrei N. Kolmogorov

      Contains papers on probability theory and mathematical statistics. This book features topics such as limit theorems, axiomatics and logical foundations of probability theory, Markov chains and processes, stationary processes and…

      $276.99

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      Selected Works III: Information Theory and the Theory of Algorithms

      Andrei N. Kolmogorov

      The last of three volumes which examines the work of the mathematician A.N. Kolmogorov. This volume contains original papers dealing with information theory and theory of algorithms. Comments on these…

      $227.99

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      Selected Works II: Probability Theory and Mathematical Statistics

      Andrei N. Kolmogorov

      Contains papers on probability theory and mathematical statistics. This book features topics such as limit theorems, axiomatics and logical foundations of probability theory, Markov chains and processes, stationary processes and…

      $292.99

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      Essentials Of Stochastic Finance: Facts, Models, Theory

      Albert N Shiryaev (Steklov Mathematical Inst & Moscow State Univ, Russia)

      Provides information necessary for those dealing with stochastic calculus and pricing in the models of financial markets operating under uncertainty; introduces the reader to the main concepts, notions and results…

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      Probability-1

      Albert N. Shiryaev

      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.

      $319.99

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      Probability-2

      Albert N. Shiryaev

      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.

      $301.99

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      Probability-1

      Albert N. Shiryaev

      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.

      $210.99

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      Statistics of Random Processes II: Applications

      Robert S. Liptser,Albert N. Shiryaev

      Written by two renowned experts in the field, the books under review contain a thorough and insightful treatment of the fundamental underpinnings of various aspects of stochastic processes as well…

      $374.99

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      Statistics of Random Processes: I. General Theory

      Robert S. Liptser,Albert N. Shiryaev

      These volumes cover non-linear filtering (prediction and smoothing) theory and its applications to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. Also…

      $325.99

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      Statistics of Random Processes II: Applications

      Robert S. Liptser,Albert N. Shiryaev

      Written by two renowned experts in the field, the books under review contain a thorough and insightful treatment of the fundamental underpinnings of various aspects of stochastic processes as well…

      $374.99

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      Statistics of Random Processes: I. General Theory

      Robert S. Liptser,Albert N. Shiryaev

      These volumes cover non-linear filtering (prediction and smoothing) theory and its applications to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. Also…

      $325.99

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      Stochastic Disorder Problems

      Albert N. Shiryaev

      This monograph focuses on those stochastic quickest detection tasks in disorder problems that arise in the dynamical analysis of statistical data.

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      Prokhorov and Contemporary Probability Theory: In Honor of Yuri V. Prokhorov

      The role of Yuri Vasilyevich Prokhorov as a prominent mathematician and leading expert in the theory of probability is well known. Prokhorov developed an original approach to the proof of…

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      Prokhorov and Contemporary Probability Theory: In Honor of Yuri V. Prokhorov

      The role of Yuri Vasilyevich Prokhorov as a prominent mathematician and leading expert in the theory of probability is well known. Prokhorov developed an original approach to the proof of…

      $325.99

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      Statistical Experiments And Decision, Asymptotic Theory

      Albert N Shiryaev (Steklov Mathematical Inst & Moscow State Univ, Russia),V G Spokoiny (Weierstrass Inst, Germany)

      This volume provides an exposition of some fundamental aspects of the asymptotic theory of statistical experiments, most importantly, how to construct asymptotically optimal decisions if the structure of optimal decisions…

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      Probability Theory And Mathematical Statistics - Proceedings Of The 6th Ussr-japan Symposium

      Contains 44 papers presented at the Sixth Symposium in Kiev. These papers represent the most recent research activities in the former Soviet Union and in Japan on diverse topics in…

      $550.99

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      Change Of Time And Change Of Measure

      Ole E Barndorff-nielsen (Aarhus Univ, Denmark),Albert N Shiryaev (Steklov Mathematical Inst & Moscow State Univ, Russia)

      Provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law. This book is…

      $199.99

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      Change Of Time And Change Of Measure

      Ole E Barndorff-nielsen (Aarhus Univ, Denmark),Albert N Shiryaev (Steklov Mathematical Inst & Moscow State Univ, Russia)

      Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and…

      $183.99

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      Stochastic Finance

      Since the pioneering work of Black, Scholes, and Merton in the field of financial mathematics, research has led to the rapid development of a substantial body of knowledge, with plenty…

      $276.99

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      Stochastic Finance

      Since the pioneering work of Black, Scholes, and Merton in the field of financial mathematics, research has led to the rapid development of a substantial body of knowledge, with plenty…

      $276.99

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      Probability Theory III: Stochastic Calculus

      This volume of the Encyclopaedia is a survey of stochastic calculus, an increasingly important part of probability, authored by well-known experts in the field. The book addresses graduate students and…

      $276.99

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      Probability Theory III: Stochastic Calculus

      This volume of the Encyclopaedia is a survey of stochastic calculus, an increasingly important part of probability, authored by well-known experts in the field. The book addresses graduate students and…

      $276.99

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      Selected Works

      Anatolii V. Skorokhod

      The modern theory of stochasticprocesses is a fast-growing branch of probability theory which is now anindependent science in its own right, with its own methods and philosophy. The book is…

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      Selected Works

      Anatolii V. Skorokhod

      The modern theory of stochasticprocesses is a fast-growing branch of probability theory which is now anindependent science in its own right, with its own methods and philosophy. The book is…

      $276.99

      Available to order, ships in 7-14 daysAvailable to order