Random processes in physics and finance / Melvin Lax, Wei Cai and Min Xu
Material type:
TextPublication details: London : Oxford University Press , 2013.Edition: 1st edDescription: 342 p. ; 24 cmISBN: - 9780199673803
- 23 530.15 LAX
| Item type | Current library | Call number | Status | Notes | Barcode | |
|---|---|---|---|---|---|---|
| VC Office Books | SNU LIBRARY | 530.15 LAX (Browse shelf(Opens below)) | Not For Loan | Books Received from VC office | VC072 |
Total holds: 0
This book presents the theoretical treatment of random processes in physics and finance, from basic probability theory to Fokker-Planck and Langevin processes, and details diverse applications to laser physics, light propagation, and stochastic methods in investment decisions.
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