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Stochastic Processes Book

Stochastic Processes
Stochastic Processes, , Stochastic Processes has a rating of 5 stars
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Stochastic Processes, , Stochastic Processes
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  • Stochastic Processes
  • Written by author Wolfgang Paul
  • Published by Springer-Verlag New York, LLC, October 2007
  • This book presents an introduction to stochastic processes with applications from physics and finance. It introduces the basic notions of probability theory and the mathematics of stochastic processes. The applications that we discuss are chosen to show t
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1. A First Glimpse of Stochastic Processes; 2. A Brief Survey of the Mathematics of Probability Theory; 3. Diffusion Processes; 4. Beyond the Central Limit Theorem: Lévy Distributions; 5. Modeling the Financial Market; Appendices


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