Dynamic Random Walks: Theory and Applications
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Nadine Guillotin-Plantard, Rene Schott, "Dynamic Random Walks: Theory and Applications"
Elsevier Science | 2006-04-06 | ISBN: 0444527354 | 278 pages | Djvu | 1,4 MB
Elsevier Science | 2006-04-06 | ISBN: 0444527354 | 278 pages | Djvu | 1,4 MB
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!).
· New probabilistic model, new results in probability theory
· Original applications in computer science
· Applications in mathematical physics
· Applications in finance
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