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Random Walk and the Heat Equation - Gregory F. Lawler - Bog

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Introducing the heat equation and the closely related notion of harmonic functions from a probabilistic perspective, this book includes chapters on: the discrete case, random walk and the heat equation on the integer lattice; the continuous case, Brownian motion and the usual heat equation; and martingales and fractal dimension.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780821848296
  • Indbinding:
  • Paperback
  • Sideantal:
  • 156
  • Udgivet:
  • 30. December 2010
  • Størrelse:
  • 143x222x13 mm.
  • Vægt:
  • 212 g.
  • Ukendt - mangler pt..

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Medlemspris

Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Random Walk and the Heat Equation

Introducing the heat equation and the closely related notion of harmonic functions from a probabilistic perspective, this book includes chapters on: the discrete case, random walk and the heat equation on the integer lattice; the continuous case, Brownian motion and the usual heat equation; and martingales and fractal dimension.

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