Author

Contributions

  • Yor, Marc - Contributor

Publication

2012 - Cambridge University Press, Cambridge, England

Language

English

Word Count

69,750 words, Guess

Page Count

279 pages

Identifiers

Classifications

  • DDC519.2
  • LCCQA273.25 .C492 2012

Description

"Derived from extensive teaching experience in Paris, this second edition now includes over 100 exercises in probability. New exercises have been added to reflect important areas of current research in probability theory, including infinite divisibility of stochastic processes, past-future martingales and fluctuation theory. For each exercise the authors provide detailed solutions as well as references for preliminary and further reading. There are also many insightful notes to motivate the student and set the exercises in context"--

Subjects

Series Statement

  • Cambridge series in statistical and probabilistic mathematics

Links

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