Random Processes in Physics and Finance

by Min Xu, Wei Cai, Melvin J. Lax

Book Overview

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...

• Format: Paperback
• Language: English
• ISBN: 0199673802
• ISBN13: 9780199673803
• Release Date: September 2013
• Publisher: Oxford University Press, USA
• Length: 344 Pages
• Weight: 1.30 lbs.
• Dimensions: 0.8" x 6.6" x 9.3"