Random Processes in Physics and Finance

Random Processes in Physics and Finance

; ;

Oxford University Press

08/2013

342

Mole

Inglês

9780199673803

15 a 20 dias

Descrição não disponível.
1. Review of Probability ; 2. What is a random process ; 3. Examples of Markovian processes ; 4. Spectral measurement and correlation ; 5. Thermal noise ; 6. Shot noise ; 7. The fluctuation-dissipation theorem ; 8. Generalized Fokker-Planck equation ; 9. Langevin processes ; 10. Langevin treatment of the Fokker-Planck process ; 11. The rotating wave van del Pol oscillator (RWVP) ; 12. Noise in homogeneous semiconductors ; 13. Random walk of light in turbid media ; 14. Analytical solution of the elastic transport equation ; 15. Signal extraction in the presence of smoothing and noise ; 16. Stochastic methods in investment decision ; 17. Spectral analysis of economic time series
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