Stochastic Processes From Physics to Finance /
This book introduces the theory of stochastic processes with applications taken from physics and finance. Fundamental concepts like the random walk or Brownian motion but also Levy-stable distributions are discussed. Applications are selected to show the interdisciplinary character of the concepts a...
| Main Authors: | , |
|---|---|
| Corporate Author: | |
| Format: | Electronic |
| Language: | English |
| Published: |
Heidelberg :
Springer International Publishing : Imprint: Springer,
2013.
|
| Edition: | 2nd ed. 2013. |
| Subjects: | |
| Online Access: | https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-319-00327-6 |