TY  - BOOK
AU  - Masoliver,Jaume
TI  - Random processes: First-Passage and Escape 
SN  - 9789813225312
U1  - 519.23 
PY  - 2018///
CY  - Singapore
PB  - World Scientific
KW  - Stochastic processes
N1  - Fundamentals of probability -- Random processes: definitions and general properties -- Markov processes -- Diffusion processes -- Fokker-Planck equations in several dimensions -- Linear response theory -- Introduction to stochastic calculus -- Stochastic differential equations -- Some financial applications -- First-passage, escape and extremes -- The level crossing problem for diffusion processes -- First-passage and extremes in socio-economic systems
ER  -