Dynamic Random Walks —— Theory and Applications

----- 动态随机游动:理论与应用

ISBN: 9780444527356 出版年:2006 页码:279 Guillotin-Plantard, Nadine Schott, Rene Elsevier Science_RM

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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 appendices will help refreshing memories (if necessary!).路 New probabilistic model, new results in probability theory路 Original applications in computer science路 Applications in mathematical physics路 Applications in finance

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