Basic Principles and Applications of Probability Theory [electronic resource] /by A.V. Skorokhod ; edited by Yu.V. Prokhorov.
by Skorokhod, A.V [author.]; Prokhorov, Yu.V [editor.]; SpringerLink (Online service).
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BookPublisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 2005.Description: V, 282 p. online resource.ISBN: 9783540263128.Subject(s): Mathematics | Distribution (Probability theory) | Mathematics | Probability Theory and Stochastic ProcessesDDC classification: 519.2 Online resources: Click here to access online | Item type | Current location | Call number | Status | Date due | Barcode |
|---|---|---|---|---|---|
| QA274-274.9 (Browse shelf) | Available | ||||
| Long Loan | MAIN LIBRARY | QA273.A1-274.9 (Browse shelf) | Available |
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| GC1-1581 The Barrier Zones in the Ocean | QA269-272 The Statistical Mechanics of Financial Markets | QA273.A1-274.9 Basic Principles and Applications of Probability Theory | QA274-274.9 Basic Principles and Applications of Probability Theory | HG1-9999 Strategic Trading in Illiquid Markets | HG4501-6051 Strategic Trading in Illiquid Markets | HG1501-HG3550 Strategic Trading in Illiquid Markets |
Part I. Probability. Basic Notions, Structure, Methods: Introduction; The Probability Space; Independence; General Theory of Stochastic Processes and Random Functions; Limit Theorems -- Part II. Markov Processes and Probability Applications in Analysis: Markov Processes; Probabilistic Representations of Solutions of Partial Differential Equations; Wiener Process and the Solution of Equations Involving the Laplace Operator -- Part III. Practical Probability Applications: Statistical Methods; Controlled Stochastic Processes; Information; Filtering.
The book is an introduction to modern probability theory written by one of the famous experts in this area. Readers will learn about the basic concepts of probability and its applications, preparing them for more advanced and specialized works.
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