Dynamic Random Walks :Theory and Applications

Publication subTitle :Theory and Applications

Author: Guillotin-Plantard   Nadine;Schott   Rene  

Publisher: Elsevier Science‎

Publication year: 2006

E-ISBN: 9780080462844

P-ISBN(Paperback): 9780444527356

P-ISBN(Hardback):  9780444527356

Subject: O211 probability (probability theory, probability theory);O29 applied mathematics

Language: ENG

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Description

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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