LIBROS DEL AUTOR: jorg baschnagel

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  • Stochastic Processes
    Jörg Baschnagel / Wolfgang Paul
    This book introduces the theory of stochastic processes with applications taken from physics and finance. Fundamental concepts like the random walk or Brownian motion but also Levy-stable distributions are discussed. Applications are selected to show the interdisciplinary character of the concepts and methods. In the second edition of the book a discussion of extreme events ran...
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