Monetary economics and financial markets (The Irwin series in economics)

Meyer, Paul A.

R.D. Irwin

<p>In recent years, the classical theory of stochastic integration and stochastic differential equations has been extended to a non-commutative set-up to develop models for quantum noises. The author, a specialist of classical stochastic calculus and martingale theory, tries to provide an introduction to this rapidly expanding field in a way which should be accessible to probabilists familiar with the Ito integral. It can also, on the other hand, provide a means of access to the methods of stochastic calculus for physicists familiar with Fock space analysis. For this second edition, the author has added about 30 pages of new material, mostly on quantum stochastic integrals.</p>

Quantum Probability for Probabilists (Lecture Notes in Mathematics, 1538)

Science & Math

Mathematics

Springer

See the best price to sell, buy, or rent books by Meyer, Paul A.. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

Books by Meyer, Paul A.

See the best price to sell, buy, or rent books by Meyer, Paul A.. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

Monetary economics and financial markets (The Irwin series in economics)

Quantum Probability for Probabilists (Lecture Notes in Mathematics, 1538)