Stochastic Mechanics and Stochastic Processes
β Scribed by Aubrey Truman, Ian M. Davies
- Publisher
- Springer
- Year
- 1988
- Tongue
- English
- Leaves
- 234
- Series
- Lecture Notes in Mathematics
- Edition
- 1
- Category
- Library
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
<p><span>The book discusses a class of discrete time stochastic growth processes for which the growth rate is proportional to the exponential of a Gaussian Markov process.Β These growth processes appear naturally in problems of mathematical finance as discrete time approximations of stochastic volati
<p>The main theme of the meeting was to illustrate the use of stochastic processes in the study of topological problems in quantum physics and statistical mechanics. Much discussion of current problems was generated and there was a considerable amount of interaction between mathematicians and physic
Applied Stochastic Processes is a collection of papers dealing with stochastic processes, stochastic equations, and their applications in many fields of science. One paper discusses stochastic systems involving randomness in the system itself that can be a large dynamical multi-input, multi-output s