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Paul, Wolfgang; Baschnagel, Jorg - Stochastic Processes - 9783319003269 - V9783319003269
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Stochastic Processes

€ 175.57
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Description for Stochastic Processes hardcover. Stochastic Processes Num Pages: 293 pages, 43 black & white illustrations, biography. BIC Classification: KFF; PHU; TBC. Category: (G) General (US: Trade). Dimension: 235 x 155 x 17. Weight in Grams: 608.
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 and methods. In the second edition of the book a discussion of extreme events ranging from their mathematical definition to their importance for financial crashes was included. The exposition of basic notions of probability theory and the Brownian motion problem as well as the relation between conservative diffusion processes and quantum mechanics is expanded. The second edition also enlarges the treatment ... Read more

Product Details

Format
Hardback
Publication date
2013
Publisher
Springer International Publishing AG Switzerland
Number of pages
293
Condition
New
Number of Pages
280
Place of Publication
Cham, Switzerland
ISBN
9783319003269
SKU
V9783319003269
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15

Reviews for Stochastic Processes
From the book reviews: “The authors, both physicists, have revised their successful book first published in 2000. … the stochastic processes are presented clearly in mathematical language, e.g., with measure theoretical formalism, which makes the book readable for mathematicians. Its value for mathematicians, especially those who are already familiar with the basic ideas of mathematical finance, is in the ... Read more

Goodreads reviews for Stochastic Processes


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