Random processes in physics and finance / Melvin Lax, Wei Cai, Min Xu.
This text is aimed at students and professionals working on random processes in various areas, including physics and finance. The material presents the theoretical framework which Melvin Lax taught at the City University of New York from 1985 to 2001.
Stochastic processes.
Finance -- Statistical methods.
Processus stochastiques.
Finances -- Mťhodes statistiques.
Finanzmathematik. swd
Wahrscheinlichkeitsrechnung. swd
Cai, Wei, 1941-
Xu, Min, 1969-