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Cover of Exercises in Probability

Exercises in Probability

A Guided Tour from Measure Theory to Random Processes, Via Conditioning. Loic Chaumont, Marc Yor

by L. Chaumont, Lo C. Chaumont, Marc Yor

Cambridge University Press

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From the publisher

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.

Description supplied by the publisher.

Book details

ISBN-13
9781107606555
ISBN-10
1107606551
Authors
L. Chaumont, Lo C. Chaumont, Marc Yor
Condition
New

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