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| Author | : J. Robert Buchler |
| Publisher | : |
| Total Pages | : 203 |
| Release | : 1993 |
| Genre | : Science |
| ISBN | : 9780897668019 |
Some of the topics highlighted in this volume include stochastic effects and resonance; noise and chaos; fluid dynamics and mechanics; and the integration of orbits. Models are discussed in relation to cosmology, field theory and galactic dynamics.
| Author | : Wolfgang Paul |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 252 |
| Release | : 1999 |
| Genre | : Business & Economics |
| ISBN | : 9783540665601 |
The book is 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 the interdisciplinary character of the concepts and methods and are taken from physics and finance. Due to its interdisciplinary character and choice of topics, the book can show students and researchers in physics how models and techniques used in their field can be translated into and applied in the field of finance and risk-management. On the other hand, a practitioner from the field of finance will find models and approaches recently developed in the emerging field of econophysics for understanding the stochastic price behavior of financial assets.
| Author | : Aleksey M. Fridman |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 366 |
| Release | : 2006-07-25 |
| Genre | : Science |
| ISBN | : 1402043481 |
This book deals with collective and stochastic processes in astrophysical disks involving theory, observations, and the results of modelling. It examines the spiral-vortex structure in galactic and accretion disks, and stochastic and ordered structures in developed turbulence. The book advances the study in this important branch of astrophysics and will benefit professional researchers, lecturers, and graduate students.
| Author | : Edgar Knobloch |
| Publisher | : |
| Total Pages | : 386 |
| Release | : 1978 |
| Genre | : Cosmic physics |
| ISBN | : |
| Author | : Sergio Albeverio |
| Publisher | : World Scientific |
| Total Pages | : 760 |
| Release | : 1990-10-15 |
| Genre | : Mathematics |
| ISBN | : 9813201223 |
| Author | : Richard Ernest Bellman |
| Publisher | : American Mathematical Soc. |
| Total Pages | : 332 |
| Release | : 1964-12-31 |
| Genre | : Stochastic processes |
| ISBN | : 9780821867273 |
| Author | : N. G. van Kampen |
| Publisher | : North Holland |
| Total Pages | : 444 |
| Release | : 1981 |
| Genre | : Mathematics |
| ISBN | : |
This new edition of Van Kampen's standard work has been completely revised and updated. Three major changes have also been made. The Langevin equation receives more attention in a separate chapter in which non-Gaussian and colored noise are introduced. Another additional chapter contains old and new material on first-passage times and related subjects which lay the foundation for the chapter on unstable systems. Finally a completely new chapter has been written on the quantum mechanical foundations of noise. The references have also been expanded and updated.
| Author | : J. Robert Buchler |
| Publisher | : |
| Total Pages | : 224 |
| Release | : 1993 |
| Genre | : Mathematics |
| ISBN | : |
| Author | : Wolfgang Paul |
| Publisher | : Springer |
| Total Pages | : 0 |
| Release | : 2013-07-26 |
| Genre | : Science |
| ISBN | : 9783319003269 |
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 and methods. In the second edition of the book a discussion of extreme events ranging from their mathematical definition to their importance for financial crashes was included. The exposition of basic notions of probability theory and the Brownian motion problem as well as the relation between conservative diffusion processes and quantum mechanics is expanded. The second edition also enlarges the treatment of financial markets. Beyond a presentation of geometric Brownian motion and the Black-Scholes approach to option pricing as well as the econophysics analysis of the stylized facts of financial markets, an introduction to agent based modeling approaches is given.
