Mendeley出力
＜図書＞
Random processes in physics and finance
| 責任表示 | Melvin Lax, Wei Cai, Min Xu |
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| データ種別 | 図書 |
| 出版情報 | Oxford : Oxford University Press , 2006 |
| 本文言語 | 英語 |
| 大きさ | xiii, 327 p. : ill. ; 25 cm |
| 概要 | 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 ...hysics as 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 the 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. Book jacket.続きを見る |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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理系図3F 数理独自 | LAX,/5/1 | 2006 |
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023212006005778 |
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書誌詳細
| 一般注記 | Includes bibliographical references (p. [307]-321) and index |
|---|---|
| 著者標目 | *Lax, Melvin J. Cai, Wei Xu, Min |
| 件 名 | LCSH:Stochastic processes LCSH:Finance -- Statistical methods 全ての件名で検索 |
| 分 類 | LCC:QC20.7.S8 DC22:530.15828 |
| 書誌ID | 1001240298 |
| ISBN | 0198567766 |
| NCID | BA78786393 |
| 巻冊次 | ISBN:0198567766 ; XISBN:9780198567769 |
| NBN | GBA657121 |
| 登録日 | 2009.09.18 |
| 更新日 | 2009.11.02 |