With the third edition, the book moves from the De Gruyter Studies in Mathematics series to the De Gruyter graduate textbook series, so Follner (emeritus, Humboldt U., Berlin) and Schied (U. of Mannhe
Intended for graduate students in mathematics, this textbook is an introduction to probabilistic methods in finance that focuses on stochastic models in real time. It is based on courses taught by the
Gross, Leonard: Thermodynamics, statistical mechanics, and random fields.-Follmer, Hans: Random fields and diffusion processes.- Nelson, Edward: Stochastic mechanics and random fields.- Albeverio, Ser
