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Stochastic Processes: From Brownian Motion to Markets
Paperback
Publisher: Independently Published
Published: May 22 2026
Pages: 130
Weight: 0.40
Height: 0.31 Width: 6.00 Depth: 9.00
Language: English
- understand diffusion scaling and the Gaussian limit;
- connect Brownian motion to the heat equation and Langevin dynamics;
- recognize heavy tails, Lévy flights, and anomalous diffusion;
- interpret Black-Scholes, risk-neutral valuation, and model failure;
- use simulation projects to test and visualize stochastic models. Written for students with calculus, basic probability, and algebra. This book is especially suited for readers interested in mathematical physics, quantitative finance, stochastic modeling, or computational approaches to uncertainty.
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