Stochastic exponential growth and lattice gases. Statistical mechanics of stochastic growth processes

DOI10.1007/978-3-031-11143-3OpenAlexW4294050636MaRDI QIDQ2160157

Dan Pirjol

Publication date: 2 August 2022

Published in: SpringerBriefs in Applied Sciences and Technology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-031-11143-3

zbMATH Keywords

lattice gasgeometric Brownian motionstochastic volatility modelsstochastic exponential growth

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistical mechanics (82-01) Equilibrium statistical mechanics (82Bxx) Time-dependent statistical mechanics (dynamic and nonequilibrium) (82Cxx) Finite difference methods applied to problems in statistical mechanics (82M20)

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