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...
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| Autori principali: | Paul, Wolfgang, 1959-, Baschnagel, Jörg, 1965- (Autore) |
|---|---|
| Natura: | Livre numérique |
| Lingua: | Anglais |
| Pubblicazione: |
Heidelberg :
Springer International Publishing
2013.
Cham : Springer Nature |
| Edizione: | 2nd ed. 2013. |
| Accesso online: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Stochastic Processes, Texte imprimé, 9783319003269 |
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