TY  - BOOK
AU  - Lax, Melvin
AU  - Cai, Wei.
AU  - Xu, Min.
TI  - Random processes in physics and finance
SN  - 9780199673803
U1  - 530.15 LAX 23
PY  - 2013///
CY  - London : 
PB  -  Oxford University Press
KW  - Finance Mathematical models
KW  - Mathematical physics
KW  - Physics Mathematical models
KW  - Stochastic processes
N2  - 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
ER  -