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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 appendi...

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Detalles Bibliográficos
Autores principales: Guillotin-Plantard, Nadine, Schott, Rene
Lenguaje:eng
Publicado: Elsevier 2006
Materias:
Acceso en línea:http://cds.cern.ch/record/1991499
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author Guillotin-Plantard, Nadine
Schott, Rene
author_facet Guillotin-Plantard, Nadine
Schott, Rene
author_sort Guillotin-Plantard, Nadine
collection CERN
description 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
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institution Organización Europea para la Investigación Nuclear
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publishDate 2006
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spelling cern-19914992021-04-21T20:28:21Zhttp://cds.cern.ch/record/1991499engGuillotin-Plantard, NadineSchott, ReneDynamic random walks: theory and applicationsMathematical Physics and MathematicsThe 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 financeElsevieroai:cds.cern.ch:19914992006
spellingShingle Mathematical Physics and Mathematics
Guillotin-Plantard, Nadine
Schott, Rene
Dynamic random walks: theory and applications
title Dynamic random walks: theory and applications
title_full Dynamic random walks: theory and applications
title_fullStr Dynamic random walks: theory and applications
title_full_unstemmed Dynamic random walks: theory and applications
title_short Dynamic random walks: theory and applications
title_sort dynamic random walks: theory and applications
topic Mathematical Physics and Mathematics
url http://cds.cern.ch/record/1991499
work_keys_str_mv AT guillotinplantardnadine dynamicrandomwalkstheoryandapplications
AT schottrene dynamicrandomwalkstheoryandapplications