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Dynamic random walks : theory and applications /

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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 appendic...

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Bibliographic Details
Main Author: Guillotin-Plantard, Nadine
Corporate Author: ScienceDirect (Online service)
Other Authors: Schott, René
Format: eBook
Language:English
Language Notes:English.
Published: Amsterdam ; Boston ; Oxford : Elsevier, 2006.
Edition:1st ed.
Subjects:
Random walks (Mathematics)
Stochastic processes.
Stochastic Processes
Marches aléatoires (Mathématiques)
Processus stochastiques.
MATHEMATICS > Probability & Statistics > General.
Random walks (statistiek)
Electronic books.
dissertations.
Academic theses
Academic theses.
Thèses et écrits académiques.
Online Access:Connect to the full text of this electronic book
Description
Summary: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.
Physical Description:1 online resource (xii, 266 pages) : illustrations
Bibliography:Includes bibliographical references (pages 249-263) and index.
ISBN:9780444527356
0444527354
0080462847
9780080462844
1280641959
9781280641954
9786610641956
6610641951