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Stochastic Processes

From the reviews: "While this book is oriented toward students of physics, it could well be appreciated by a wider mathematical audience […] The text offers a rare opportunity to have a unified and modern treatment of stochastic processes in physics and finance." Bulletin of Mathematics Books...

Hardcover: 231 pages
Publisher: Springer; 1999 edition (January 24, 2000)
Language: English
ISBN-10: 3540665609
ISBN-13: 978-3540665601
Product Dimensions: 6.1 x 0.6 x 9.2 inches
Amazon Rank: 5817418
Format: PDF Text djvu book

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“The idea of writing a book that introduces the reader to stochastic processes from a more modern viewpoint, leading him from physics through to introductory finance is certainly as good as it is natural as it is timely, if not necessary. Clearly, whe...”