000 00988nam a2200253Ia 4500
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020 _a9780199673803
082 _223
_a530.15 LAX
100 _aLax, Melvin
245 0 _aRandom processes in physics and finance /
_cMelvin Lax, Wei Cai and Min Xu
250 _a1st ed.
260 _aLondon :
_b Oxford University Press ,
_c2013.
300 _a342 p. ;
_c 24 cm
365 _b0.00
520 _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.
650 _aFinance Mathematical models
650 _aMathematical physics
650 _aPhysics Mathematical models
650 _aStochastic processes
700 _aCai, Wei.
700 _aXu, Min.
942 _cVC OFFICE
999 _c70316
_d70316