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Random Walk And The Heat Equation Gregory F. Lawler
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Random Walk And The Heat Equation
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
| Mediji | Grāmatas Book |
| Izlaists | 2010. gada 30. decembris |
| ISBN13 | 9780821848296 |
| Izdevēji | American Mathematical Society |
| Lapas | 156 |
| Izmēri | 143 × 222 × 13 mm · 250 g (Svars (aptuveni)) |