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Stochastic Processes - MaRDI portal

Stochastic Processes (Q4921547)

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scientific article; zbMATH DE number 6162190
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English
Stochastic Processes
scientific article; zbMATH DE number 6162190

    Statements

    title
    Stochastic Processes (English)
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    author
    Wolfgang Paul
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    Jörg Baschnagel
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    publication date
    10 May 2013
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    zbMATH Keywords
    stochastic processes
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    Brownian motion
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    stable distributions
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    Fokker-Plank equations
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    financial modelling
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    Black-Scholes model
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    Identifiers

    Mathematics Subject Classification ID
    60-02
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    60G50
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    60G51
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    60G70
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    60H15
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    60H30
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    zbMATH DE Number
    6162190
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    OpenAlex ID
    W4238194478
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