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Random Walk and the Heat Equation - Student Mathematical Library Gregory F. Lawler
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Random Walk and the Heat Equation - Student Mathematical Library
Gregory F. Lawler
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.
156 pages, Illustrations
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 30 de diciembre de 2010 |
| ISBN13 | 9780821848296 |
| Editores | American Mathematical Society |
| Páginas | 156 |
| Dimensiones | 143 × 222 × 13 mm · 212 g |
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