## About this book

### Introduction

*Problems in Probability* comprises one of the most comprehensive, nearly encyclopedic, collections of problems and exercises in probability theory. Albert Shiryaev has skillfully created, collected, and compiled the exercises in this text over the course of many years while working on topics which interested him the most. A substantial number of the exercises resulted from diverse sources such as textbooks, lecture notes, exercise manuals, monographs, and discussions that took place during special seminars for graduate and undergraduate students. Many problems contain helpful hints and other relevant comments and a portion of the material covers some important applications from optimal control and mathematical finance. Readers of diverse backgrounds—from students to researchers—will find a great deal of value in this book and can treat the work as an exercise manual, a handbook, or as a supplementary text to a course in probability theory, control, and mathematical finance.

### Keywords

### Bibliographic information

- DOI https://doi.org/10.1007/978-1-4614-3688-1
- Copyright Information Springer Science+Business Media New York 2012
- Publisher Name Springer, New York, NY
- eBook Packages Mathematics and Statistics
- Print ISBN 978-1-4614-3687-4
- Online ISBN 978-1-4614-3688-1
- Series Print ISSN 0941-3502
- Buy this book on publisher's site