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Dynamic random walks : theory and applications /

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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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Guillotin-Plantard, Nadine
Otros Autores: Schott, René
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Amsterdam ; Boston ; Oxford : Elsevier, 2006.
Edición:1st ed.
Temas:
Acceso en línea:Texto completo
Descripción
Sumario: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.
Descripción Física:1 online resource (xii, 266 pages) : illustrations
Bibliografía:Includes bibliographical references (pages 249-263) and index.
ISBN:9780444527356
0444527354
0080462847
9780080462844
1280641959
9781280641954
9786610641956
6610641951