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Diffusions and Waves|Henryk Gzyl

Diffusions and Waves

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Overview

Introduction. 1. Basic Probabilistic Notions. 2. From Brownian Motion to Diffusions. 3. Waves. 4. Waves and Brownian Motions. 5. Waves and Diffusions. 6. Asymptotic Expansions. 7. Transmutation Operations. 8. More Connections. 9. Applications. Subject Index.

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Details

  • ISBN-13: 9781402009679
  • ISBN-10: 1402009674
  • Publisher: Kluwer Academic Publishers
  • Publish Date: November 2002
  • Dimensions: 9.7 x 6.4 x 0.61 inches
  • Shipping Weight: 1.24 pounds
  • Page Count: 248

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