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Random processes in physics and finance / Melvin Lax, Wei Cai and Min Xu

By: Contributor(s): Material type: TextTextPublication details: London : Oxford University Press , 2013.Edition: 1st edDescription: 342 p. ; 24 cmISBN:
  • 9780199673803
Subject(s): DDC classification:
  • 23 530.15 LAX
Summary: 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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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
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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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