Problems in Probability

From the book reviews:

“The present book is a rich and comprehensive collection of problems compiled over many years for use in graduate courses at Moscow State University and other academic institutions in Russia. … Problems in Probability is an excellent source of exercises for graduate courses in probability. The exercises are diverse and very well chosen … .” (SIAM Review, Vol. 56 (4), December, 2014)

“This is an invaluable addition to the class of problem books; it will enable the beginning graduate student to tackle the more advanced continuous time counterparts of the material therein presented. It can also be used as a reference for specific results.” (Giuseppe Castellacci, Mathematical Reviews, January, 2014)

“The book includes a wide variety of problems that Shiryaev has written himself and collected from other ‘textbooks, lecture notes, exercise manuals, monographs, research papers, private communications, and such.’ … will serve as a good reference for readers who have already seen the topics. … Shiryaev’s book provides an excellent source of problems and will be a valuable resource to students who wish to learn probability at the graduate level.” (Darren Glass, MAA Reviews, June, 2013)

“This eight-chapter book contains problems on various aspects of probability that Shiryaev … carefully collected from diverse sources or created himself. … An attractive feature is the inclusion of hints/suggestions accompanying some of the difficult problems. … well-written book could be gainfully used as a supplementary text for an advanced course in probability theory or mathematics of finance. Researchers in probability would also find the book helpful. Summing Up: Highly recommended. Libraries serving universities with a strong program in probability theory; upper-division undergraduates through researchers/faculty.” (D. V. Chopra, Choice, Vol. 50 (8), April, 2013)

From the reviews:"This eight-chapter book contains problems on various aspects of probability that Shiryaev ... carefully collected from diverse sources or created himself. ... An attractive feature is the inclusion of hints/suggestions accompanying some of the difficult problems. ... well-written book could be gainfully used as a supplementary text for an advanced course in probability theory or mathematics of finance. Researchers in probability would also find the book helpful. Summing Up: Highly recommended. Libraries serving universities with a strong program in probability theory; upper-division undergraduates through researchers/faculty." (D. V. Chopra, Choice, Vol. 50 (8), April, 2013)