Random walk and the heat equation / Gregory F. Lawler

Auteur principal : Lawler, Gregory F., 1955-, AuteurType de document : MonographieCollection : Student mathematical library, 55Langue : anglais.Pays: Etats Unis.Éditeur : Providence : American Mathematical Society, 2010Description : 1 vol. (IX-156 p.) : ill. ; 22 cmISBN: 9780821848296.ISSN: 1520-9121.Bibliographie : Notes bibliogr..Sujet MSC : 60G50, Probability theory and stochastic processes, Sums of independent random variables; random walks
60J65, Probability theory and stochastic processes - Markov processes, Brownian motion
60G42, Probability theory and stochastic processes, Martingales with discrete parameter
35K05, PDEs - Parabolic equations and parabolic systems, Heat equation
28A80, Classical measure theory, Fractals
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 Monographie Monographie CMI
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60 LAW (Browse shelf(Opens below)) Available 07920-01

Notes bibliogr.

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