Cover Image

Random walk and the heat equation /

Bibliographic Details
Main Author: Lawler, Gregory F., 1955-
Format: Book
Language:English
Published: Providence, R.I. : American Mathematical Society, [2010]
Series:Student mathematical library ; v. 55.
Subjects:
Random walks (Mathematics)
Heat equation.
Probability theory and stochastic processes > Instructional exposition (textbooks, tutorial papers, etc.)
Probability theory and stochastic processes > Stochastic processes > Sums of independent random variables; random walks.
Probability theory and stochastic processes > Markov processes > Brownian motion.
Probability theory and stochastic processes > Stochastic processes > Martingales with discrete parameter.
Partial differential equations > Parabolic equations and systems > Heat equation.
Measure and integration > Classical measure theory > Fractals.
Description
Physical Description:ix, 156 pages : illustrations ; 22 cm.
Bibliography:Includes bibliographical references.
ISBN:9780821848296 (alk. paper)
0821848291 (alk. paper)