Random Processes in Physics and Finance

DOI10.1093/acprof:oso/9780198567769.001.0001zbMath1271.60004OpenAlexW1525024542MaRDI QIDQ5891127

Melvin Lax, Wei Cai, Min Xu

Publication date: 28 August 2013

Full work available at URL: https://semanticscholar.org/paper/86cffae5da8e0a9ef4d5caae4e37d79b4c164a51

Mathematics Subject Classification ID

Special processes (60K99) Financial applications of other theories (91G80) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Applications of quantum theory to specific physical systems (81V99) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

This page was built for publication: Random Processes in Physics and Finance