Springer Tracts in Modern Physics
2 primary works
Book 184
This systematic book covers in simple language the physical foundations of evolution equations, stochastic processes and generalized Master equations applied on complex economic systems, helping to understand the large variability of financial markets, trading and communications networks.
Book 215
This book provides an introduction to the analysis and the control mechanism of physical, chemical, biological, technological and economic models and their nonequilibrium evolution dynamics. Strong emphasis is placed on the foundation of variational principles, evolution and control equations, numerical methods, statistical concepts and techniques for solving or estimation of stochastic control problems for systems with a high degree of complexity. In particular, the central aim of this book is developing a synergetic connection between theoretical concepts and real applications. This book is a modern introduction and a helpful tool for researchers as well as for graduate students interested in econophysics and related topics.