These notes provide a concise introduction to stochastic differential equations and their application to the study of financial markets and as a basis for modeling diverse physical phenomena. They are accessible to non-specialists and make a valuable addition to the collection o…
"This short book provides a quick, but very readable introduction to stochastic differential equations, that is, to differential equations subject to additive "white noise" and related random disturbances. The exposition is concise and strongly focused upon the interplay between…
by Mohammed, Salah-Eldin, Feinsilver, Philip J., (Philip Joel), Mukherjea, Arunava, Probability on Algebraic and Geometric Structures (Conference), Carbondale, Illinois)
fromContemporary mathematics (American Mathematical Society)
These proceedings include survey papers and new research on a variety of topics such as probability measures and the behavior of stochastic processes on groups, semigroups, and Clifford algebras; algebraic methods for analyzing Markov chains and products of random matrices; stoc…
This book provides an introduction to the mathematical theory of disorder effects on quantum spectra and dynamics. Topics covered range from the basic theory of spectra and dynamics of self-adjoint operators through Anderson localization-presented here via the fractional moment …
