Science/Engineering Dynamic Random Walks (0444527356)

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Authors: N. Guillotin-Plantard, R. Schott, «Dynamic Random Walks»

The aim of this book is to report on the progress realized in probability theory in the field of dynamic random walks and to present applications in computer science, mathematical physics and finance. Each chapter contains didactical material as well as more advanced technical sections. Few appendices will help refreshing memories (if necessary!). This book is intended for mathematicians, computer scientists and all researchers interested by recent developments in probability theory and their applications. The book contains introductory material for graduate students who are new to the field, as well as more advanced material for specialists.

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