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: | , |
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| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Heidelberg :
Springer International Publishing : Imprint: Springer,
2013.
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| Edition: | 2nd ed. 2013. |
| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
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