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Random Walk And The Heat Equation

by Gregory F. Lawler
language: english
Publisher: American Mathematical Society, December of 2010 ‧
68,95€
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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.

Random Walk And The Heat Equation

by Gregory F. Lawler

Property Description
ISBN: 9780821848296
Publisher: American Mathematical Society
Release Date: December of 2010
Language: English
Dimensions: 152 x 229 x 20 mm
Cover: Softcover
Pages: 156
Format: Book
Collection: Student Mathematical Library
Categories: Books in English > Science > Mathematics
Books in English > Others
EAN: 9780821848296

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