×


Random Processes In Physics And Finance at Meripustak

Random Processes In Physics And Finance by Wei Cai Et Al, Oxford University Press

Books from same Author: Wei Cai Et Al

Books from same Publisher: Oxford University Press

Related Category: Author List / Publisher List


  • Price: ₹ 4702.00/- [ 13.00% off ]

    Seller Price: ₹ 4090.00

Sold By: Machwan      Click for Bulk Order

Free Shipping (for orders above ₹ 499) *T&C apply.

In Stock

Free Shipping Available



Click for International Orders
  • Provide Fastest Delivery

  • 100% Original Guaranteed
  • General Information  
    Author(s)Wei Cai Et Al
    PublisherOxford University Press
    ISBN9780199673803
    Pages344
    BindingPaperback
    LanguageEnglish
    Publish YearAugust 2013

    Description

    Oxford University Press Random Processes In Physics And Finance by Wei Cai Et Al

    This text is aimed at professionals and students working on random processes in various areas, including physics and finance. The first author, Melvin Lax (1922-2002), was a distinguished Professor of Physics at City College of New York and a member of the U. S. National Academy of Sciences, widely known for his contribution on random processes in physics. Most chapters of this book are the outcome of the class notes which Lax taught at the City University of New York from 1985 to 2001. The material is unique as it presents the theoretical framework of Lax's treatment of random processes, starting from basic probability theory, to Fokker-Planck and Langevin Processes, and includes diverse applications, such as explanation of very narrow laser width and analytical solution of the elastic Boltzmann transport equation. Lax's critical viewpoint on mathematics currently used in the financial world is also presented in this book.