Stochastic Processes From Physics to Finance /
This book introduces the theory of stochastic processes with applications taken from physics and finance. Fundamental concepts like the random walk or Brownian motion but also Levy-stable distributions are discussed. Applications are selected to show the interdisciplinary character of the concepts a...
| Опубликовано в: : | Springer eBooks |
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| Главные авторы: | , |
| Соавтор: | |
| Формат: | Электронная книга |
| Язык: | English |
| Публикация: |
Heidelberg :
Springer International Publishing : Imprint: Springer,
2013.
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| Редактирование: | 2nd ed. 2013. |
| Предметы: | |
| Online-ссылка: | http://dx.doi.org/10.1007/978-3-319-00327-6 Перейти в каталог НБ ТГУ |