Dynamic Random Walks: Theory and Applications - Hardcover

by Nadine Guillotin-Plantard (Author), Rene Schott (Author)

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!).