Random Processes in Physics and Finance

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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 ...

Random Processes in Physics and Finance 2013, Oxford University Press, Oxford

ISBN-13: 9780199673803

Paperback

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Random Processes in Physics and Finance 2006, Oxford University Press, USA, Oxford, England

ISBN-13: 9780198567769

Hardcover

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