Nadine Guillotin-Plantard, Rene Schott, "Dynamic Random Walks: Theory and Applications"
Elsevier Science | 2006-04-06 | ISBN: [url=]0444527354[/url] |
Theaim of this book is to report on the progress realized in probabilitytheory in the field of dynamic random walks and to present applicationsin computer science, mathematical physics and finance. Each chaptercontains didactical material as well as more advanced technicalsections. 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