Bøger af Joerg Baschnagel

This book introduces the theory of stochastic processes with applications taken from physics and finance. It includes a discussion of extreme events, ranging from their mathematical definition to their importance for financial crashes.

From the reviews: "While this book is oriented toward students of physics, it could well be appreciated by a wider mathematical audience [...] The text offers a rare opportunity to have a unified and modern treatment of stochastic processes in physics and finance." Bulletin of Mathematics Books