<?xml version="1.0" encoding="UTF-8"?>
<mods xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns="http://www.loc.gov/mods/v3" version="3.1" xsi:schemaLocation="http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-1.xsd">
  <titleInfo>
    <title>Random processes in physics and finance</title>
  </titleInfo>
  <name type="personal">
    <namePart>Lax, Melvin</namePart>
    <role>
      <roleTerm authority="marcrelator" type="text">creator</roleTerm>
    </role>
  </name>
  <name type="personal">
    <namePart>Cai, Wei.</namePart>
  </name>
  <name type="personal">
    <namePart>Xu, Min.</namePart>
  </name>
  <typeOfResource>text</typeOfResource>
  <originInfo>
    <place>
      <placeTerm type="code" authority="marccountry">xx</placeTerm>
    </place>
    <place>
      <placeTerm type="text">London</placeTerm>
    </place>
    <publisher> Oxford University Press</publisher>
    <dateIssued>2013</dateIssued>
    <dateIssued encoding="marc">9999</dateIssued>
    <edition>1st ed.</edition>
    <issuance>monographic</issuance>
  </originInfo>
  <language>
    <languageTerm authority="iso639-2b" type="code">und</languageTerm>
  </language>
  <physicalDescription>
    <extent>342 p. ;  24 cm</extent>
  </physicalDescription>
  <abstract>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.</abstract>
  <note type="statement of responsibility">Melvin Lax, Wei Cai and Min Xu</note>
  <subject>
    <topic>Finance Mathematical models</topic>
  </subject>
  <subject>
    <topic>Mathematical physics</topic>
  </subject>
  <subject>
    <topic>Physics Mathematical models</topic>
  </subject>
  <subject>
    <topic>Stochastic processes</topic>
  </subject>
  <classification authority="ddc" edition="23">530.15 LAX</classification>
  <identifier type="isbn">9780199673803</identifier>
  <recordInfo>
    <recordCreationDate encoding="marc">260708</recordCreationDate>
    <recordChangeDate encoding="iso8601">20260708150740.0</recordChangeDate>
  </recordInfo>
</mods>
