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Short description With a rigorous theorem-proof approach to stochastic models for financial mathematics as well as a unique focus on Feynman path integration, this book presents the theory of random processes and has applications in numerous areas including applied mathematics and statistics, finance, communication engineering, quantum mechanics, and physics. The coverage presents a new framework in which the Feynman path integrals are actual integrals that are used to express Feynman diagrams as a convergent series of integrals. It functions a reference and self-study for financial and business investment professionals as well as a graduate text.
