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A comprehensive overview of the theory of stochastic processes and its connections to asset pricing, accompanied by some concrete applications. This book presen

Stochastic Methods & their Applications to Communications presents a valuable approach to the modelling, synthesis and numerical simulation of random processes

Great interest is now being shown in computational and mathematical neuroscience, fuelled in part by the rise in computing power, the ability to record large am

Stochastic processes are an essential part of numerous branches of physics, as well as in biology, chemistry, and finance. This textbook provides a solid unders

This new edition of Van Kampen's standard work has been completely revised and updated. Three major changes have also been made. The Langevin equation receives