Dynamic Random Walks

出版者:Elsevier Science Ltd

作者:Guillotin-plantard, Nadine/ Schott, Rene

页数:278

出版时间:2006-4

价格:$ 123.17

装帧:HRD

isbn号码:9780444527356

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The aim of this book is to report on the progress realized in probability theory in the field of dynamic random walks and to present applications in computer science, mathematical physics and finance. Each chapter contains didactical material as well as more advanced technical sections. Few appendices will help refreshing memories (if necessary!). The book includes new probabilistic model, new results in probability theory. It covers original applications in computer science; applications in mathematical physics; and, applications in finance.