Stochastic Processes: From Physics To Finance Apr 2026

: Expanded sections on conservative diffusion processes, Lévy-stable distributions, and the "stylized facts" of financial markets.

: New content covering the mathematical definition of extreme events and their role in financial crashes. Stochastic Processes: From Physics to Finance

The book is structured to serve a diverse group of professionals and students: Stochastic Processes: From Physics to Finance