This book contains a systematic treatment of probability from the ground up, starting with intuit...

Initially the theory of convergence in law of stochastic processes was developed quite independen...

This book contains a systematic treatment of probability from the ground up, starting with intuit...

The role of Yuri Vasilyevich Prokhorov as a prominent mathematician and leading expert in the the...

At the end of 1960s and the beginning of 1970s, when the Russian version of this book was written...

Since the pioneering work of Black, Scholes, and Merton in the field of financial mathematics, re...

The creative work of Andrei N. Kolmogorov is exceptionally wide-ranging. In his studies on trigon...

Since the pioneering work of Black, Scholes, and Merton in the field of financial mathematics, re...

This monograph focuses on those stochastic quickest detection tasks in disorder problems that ari...

Initially the theory of convergence in law of stochastic processes was developed quite independen...

At the end of 1960s and the beginning of 1970s, when the Russian version of this book was written...

For the first two editions of the book Probability (GTM 95), each chapter included a comprehensiv...