A Modern Theory of Random Variation - With Applications in Stochastic Calculus, Financial Mathematics, and Feynman Integration - Hardback - 2012

With a rigorous theoremproof approach to stochastic models for financial mathematics as well as a unique focus on Feynman path integration, this book presents the theory of random processes and has applications in numerous areas including applied mathematics and statistics, finance, communication engineering, quantum mechanics, and physics.
Year of publication: 2012
Pagination: 544 pages, illustrations
Format: Hardback