Problems in Probability

For the first two editions of the book Probability (GTM 95), each chapter included a comprehensive and diverse set of relevant exercises. While the work on the third edition was still in progress, it was decided that it would be more appropriate to publish a separate book that would comprise all of the exercises from previous editions, in addition to many new exercises.

Most of the material in this book consists of exercises created by Shiryaev, collected and compiled over the course of many...