00933nam a2200229Ia 450000500170000000800410001702000180005808200190007610000160009524500780011125000120018926000490020130000210025036500090027152002820028065000320056265000250059465000320061965000250065170000140067670000130069020260708150740.0260708s9999||||xx |||||||||||||| ||und||  a9780199673803  223a530.15 LAX  aLax, Melvin 0aRandom processes in physics and finance /cMelvin Lax, Wei Cai and Min Xu  a1st ed.  aLondon : b Oxford University Press ,c2013.  a342 p. ;c 24 cm  b0.00  aThis 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.  aFinance Mathematical models  aMathematical physics  aPhysics Mathematical models  aStochastic processes  aCai, Wei.  aXu, Min.