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Diffusions and Waves

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Product Details

Author:: Henryk Gzyl
Publisher:: Kluwer Academic Publishers
Publication Date:: Nov 30, 2002
Number of pages:: 248 pages
Binding:: Hardback or Cased Book
ISBN-10:: 1402009674
ISBN-13:: 9781402009679

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.