Random Processes in Physics and Finance
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Published By Oxford University Press

9780198567769

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Generalized Fokker–Planck equation

Random Processes in Physics and Finance ◽

10.1093/acprof:oso/9780198567769.003.0008 ◽

2006 ◽

pp. 129-167

Author(s):

Melvin Lax ◽

Wei Cai ◽

Min Xu

Keyword(s):

Planck Equation ◽

Fokker Planck Equation ◽

Fokker Planck

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Examples of Markovian processes

Random Processes in Physics and Finance ◽

10.1093/acprof:oso/9780198567769.003.0003 ◽

2006 ◽

pp. 48-68

Author(s):

Melvin Lax ◽

Wei Cai ◽

Min Xu

Keyword(s):

Markovian Processes

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Spectral analysis of economic time series

Random Processes in Physics and Finance ◽

10.1093/acprof:oso/9780198567769.003.0017 ◽

2006 ◽

pp. 288-306

Author(s):

Melvin Lax ◽

Wei Cai ◽

Min Xu

Keyword(s):

Time Series ◽

Spectral Analysis ◽

Economic Time Series ◽

Economic Time

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Stochastic methods in investment decision

Random Processes in Physics and Finance ◽

10.1093/acprof:oso/9780198567769.003.0016 ◽

2006 ◽

pp. 271-287

Author(s):

Melvin Lax ◽

Wei Cai ◽

Min Xu

Keyword(s):

Investment Decision ◽

Stochastic Methods

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Signal extraction in presence of smoothing and noise

Random Processes in Physics and Finance ◽

10.1093/acprof:oso/9780198567769.003.0015 ◽

2006 ◽

pp. 258-270

Author(s):

Melvin Lax ◽

Wei Cai ◽

Min Xu

Keyword(s):

Signal Extraction

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Random walk of light in turbid media

Random Processes in Physics and Finance ◽

10.1093/acprof:oso/9780198567769.003.0013 ◽

2006 ◽

pp. 227-236

Author(s):

Melvin Lax ◽

Wei Cai ◽

Min Xu

Keyword(s):

Random Walk ◽

Turbid Media

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Shot noise

Random Processes in Physics and Finance ◽

10.1093/acprof:oso/9780198567769.003.0006 ◽

2006 ◽

pp. 93-112

Author(s):

Melvin Lax ◽

Wei Cai ◽

Min Xu

Keyword(s):

Shot Noise

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Review of probability

Random Processes in Physics and Finance ◽

10.1093/acprof:oso/9780198567769.003.0001 ◽

2006 ◽

pp. 1-43

Author(s):

Melvin Lax ◽

Wei Cai ◽

Min Xu

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Analytical solution of the elastic transport equation

Random Processes in Physics and Finance ◽

10.1093/acprof:oso/9780198567769.003.0014 ◽

2006 ◽

pp. 237-257

Author(s):

Melvin Lax ◽

Wei Cai ◽

Min Xu

Keyword(s):

Analytical Solution ◽

Transport Equation

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Noise in homogeneous semiconductors

Random Processes in Physics and Finance ◽

10.1093/acprof:oso/9780198567769.003.0012 ◽

2006 ◽

pp. 211-226

Author(s):

Melvin Lax ◽

Wei Cai ◽

Min Xu

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