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Shiryaev, Albert N.
" Problems in probability comprises one of the most comprehensive, nearly encyclopedic, collections of problems and exercises in probability theory. 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 ... "
New York: [Springer, ], 2012
e20419564
eBooks  Universitas Indonesia Library