Stochastic Calculus and Differential Equations for Physics and Finance (eBook, PDF)

Versandkostenfrei!
Sofort per Download lieferbar
107,95 €
inkl. MwSt.
Alle Infos zum eBook verschenken
Weitere Ausgaben:
PAYBACK Punkte
54 °P sammeln!
Stochastic calculus provides a powerful description of a specific class of stochastic processes in physics and finance. However, many econophysicists struggle to understand it. This book presents the subject simply and systematically, giving graduate students and practitioners a better understanding and enabling them to apply the methods in practice. The book develops Ito calculus and Fokker-Planck equations as parallel approaches to stochastic processes, using those methods in a unified way. The focus is on nonstationary processes, and statistical ensembles are emphasized in time series analy...

Dieser Download kann aus rechtlichen Gründen nur mit Rechnungsadresse in A, B, BG, CY, CZ, D, DK, EW, E, FIN, F, GR, HR, H, IRL, I, LT, L, LR, M, NL, PL, P, R, S, SLO, SK ausgeliefert werden.