Description
Stochastic Processes: From Brownian Motion to Markets by Min Heo Paperback Book. How does uncertainty evolve?. What can be computed?. And where does the model fail?. Readers will learn how to Stochastic Processes by Min Heo. Author Min Heo. - connect Brownian motion to the heat equation and Langevin dynamics;. Stochastic Processes by Min Heo Estimated delivery 3-12 business days Format Paperback Condition Brand New Description A compact, mathematically serious introduction to stochastic processes through probability, physics, computation, and finance. Stochastic Processes: From Brownian Motion to Markets develops randomness as structure. Beginning with the simple one-dimensional random walk, the book builds toward Brownian motion, diffusion equations, Langevin dynamics, heavy-tailed models, option pricing, model risk, and computational validation. Rather than presenting stochastic processes as a collection of formulas, this book emphasizes the modeling questions behind them: What is random? How does uncertainty evolve? What can be computed? And where does the model fail? Readers will learn how to: - derive random-walk distributions from path counting;- 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. Details ISBN-13 9798196538056 Title Stochastic Processes Author Min Heo Format Paperback Year 2026 Pages 130 Publisher Independently Published GEItemID:178737310; About Us Grand Eagle Retail is the ideal place for all your shopping needs! With fast shipping, low prices, friendly service and over 1,000,000 in stock items - you're bound to find what you want, at a price you'll love! Shipping & Delivery Times Shipping is FREE to any address in USA. Please view eBay estimated delivery times at the top of the listing. Deliveries are made by either USPS or Courier. We are unable to deliver faster than stated. International deliveries will take 1-6 weeks. NOTE: We are unable to offer combined shipping for multiple items purchased. This is because our items are shipped from different locations. Returns If you wish to return an item, please consult our Returns Policy as below: Please contact Customer Services and request "Return Authorisation" before you send your item back to us. Unauthorised returns will not be accepted. Returns must be postmarked within 4 business days of authorisation and must be in resellable condition. Returns are shipped at the customer's risk. We cannot take responsibility for items which are lost or damaged in transit. For purchases where a shipping charge was paid, there will be no refund of the original shipping charge. Additional Questions If you have any questions please feel free to Contact Us. Categories Baby Books Electronics Fashion Games Health & Beauty Home, Garden & Pets Movies Music Sports & Outdoors Toys