LEADER 03095nam 2200613Ia 450 001 9910741194403321 005 20200520144314.0 010 $a3-319-00327-5 024 7 $a10.1007/978-3-319-00327-6 035 $a(CKB)3710000000002556 035 $a(EBL)1398561 035 $a(OCoLC)902405402 035 $a(SSID)ssj0000963162 035 $a(PQKBManifestationID)11532902 035 $a(PQKBTitleCode)TC0000963162 035 $a(PQKBWorkID)10981049 035 $a(PQKB)10803635 035 $a(DE-He213)978-3-319-00327-6 035 $a(MiAaPQ)EBC1398561 035 $a(PPN)172422213 035 $a(EXLCZ)993710000000002556 100 $a20130705d2013 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aStochastic processes $efrom physics to finance /$fWolfgang Paul, Jorg Baschnagel 205 $a2nd ed. 210 $aHeidelberg ;$aNew York $cSpringer$d2013 215 $a1 online resource (287 p.) 300 $aDescription based upon print version of record. 311 $a3-319-03378-6 311 $a3-319-00326-7 320 $aIncludes bibliographical references and index. 327 $aA First Glimpse of Stochastic Processes -- A Brief Survey of the Mathematics of Probability Theory -- Diffusion Processes -- Beyond the Central Limit Theorem: Lévy Distributions -- Modeling the Financial Market -- Stable Distributions Revisited -- Hyperspherical Polar Coordinates -- The Weierstrass Random Walk Revisited -- The Exponentially Truncated Lévy Flight -- Put?Call Parity -- Geometric Brownian Motion. 330 $aThis 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 ranging from their mathematical definition to their importance for financial crashes was included. The exposition of basic notions of probability theory and the Brownian motion problem as well as the relation between conservative diffusion processes and quantum mechanics is expanded. The second edition also enlarges the treatment of financial markets. Beyond a presentation of geometric Brownian motion and the Black-Scholes approach to option pricing as well as the econophysics analysis of the stylized facts of financial markets, an introduction to agent based modeling approaches is given. 606 $aStochastic processes 606 $aProbabilities 615 0$aStochastic processes. 615 0$aProbabilities. 676 $a330 676 $a330.0151 676 $a330.1 676 $a519 700 $aPaul$b Wolfgang$0464842 701 $aBaschnagel$b Jorg$f1965-$01753940 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910741194403321 996 $aStochastic processes$94190013 997 $aUNINA LEADER 02299nam 2200517z- 450 001 9910557418603321 005 20211118 035 $a(CKB)5400000000043508 035 $a(oapen)https://directory.doabooks.org/handle/20.500.12854/72989 035 $a(oapen)doab72989 035 $a(EXLCZ)995400000000043508 100 $a20202111d2019 |y 0 101 0 $aeng 135 $aurmn|---annan 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 00$aFrom Fires to Oceans: Dynamics of Fire-Derived Organic Matter in Terrestrial and Aquatic Ecosystems 210 $cFrontiers Media SA$d2019 215 $a1 online resource (258 p.) 311 08$a2-88945-824-5 330 $aThis eBook is a collection of articles from a Frontiers Research Topic. Frontiers Research Topics are very popular trademarks of the Frontiers Journals Series: they are collections of at least ten articles, all centered on a particular subject. With their unique mix of varied contributions from Original Research to Review Articles, Frontiers Research Topics unify the most influential researchers, the latest key findings and historical advances in a hot research area! Find out more on how to host your own Frontiers Research Topic or contribute to one as an author by contacting the Frontiers Editorial Office: frontiersin.org/about/contact 517 $aFrom Fires to Oceans 606 $aPhysical geography & topography$2bicssc 606 $aScience: general issues$2bicssc 610 $aaquatic ecosystems? 610 $abiochar 610 $ablack carbon 610 $acharacterization methods 610 $acharcoal 610 $adecomposition 610 $afire-derived carbon 610 $apyrogenic carbon 610 $aquantification methods 610 $astocks 610 $aterrestrial ecosytems 615 7$aPhysical geography & topography 615 7$aScience: general issues 700 $aAbiven$b Samuel$4edt$01296992 702 $aSantín$b Cristina$4edt 702 $aAbiven$b Samuel$4oth 702 $aSantín$b Cristina$4oth 906 $aBOOK 912 $a9910557418603321 996 $aFrom Fires to Oceans: Dynamics of Fire-Derived Organic Matter in Terrestrial and Aquatic Ecosystems$93024370 997 $aUNINA