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
Autor principal: Guillotin-Plantard, Nadine (-)
Otros Autores: Schott, René
Formato: Libro electrónico
Idioma:Inglés
Publicado: Amsterdam ; Boston ; Oxford : Elsevier 2006.
Edición:1st ed
Colección:EBSCO Academic eBook Collection Complete.
Acceso en línea:Conectar con la versión electrónica
Ver en Universidad de Navarra:https://innopac.unav.es/record=b31807070*spi
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:xii, 266 p. : il
Formato:Forma de acceso: World Wide Web.
Bibliografía:Incluye referencias bibliográficas (p. 249-263) e índice.
ISBN:9780444527356
9780080462844