Catalog Search Results
Author
Publisher
Oxford University Press
Pub. Date
2011
Language
English
Description
"The name "random walk" for a problem of a displacement of a point in a sequence of independent random steps was coined by Karl Pearson in 1905 in a question posed to readers of "Nature". The same year, a similar problem was formulated by Albert Einstein in one of his Annus Mirabilis works. Even earlier such a problem was posed by Louis Bachelier in his thesis devoted to the theory of financial speculations in 1900. Nowadays the theory of random walks...
Author
Publisher
John Wiley & Sons, Inc
Pub. Date
2013
Language
English
Description
"Featuring an introduction to stochastic calculus, this book uniquely blends diffusion equations and random walk theory and provides an interdisciplinary approach by including numerous practical examples and exercises with real-world applications in operations research, economics, engineering, and physics. It covers standard methods and applications of Brownian motion and discusses Levy motion; addresses fractional calculus; introduces percolation...
Author
Series
Memoirs of the American Mathematical Society volume Number 1228
Publisher
American Mathematical Society
Pub. Date
[2018]
Language
English
15) Mutually catalytic super branching random walks: large finite systems and renormalization analysis
Author
Series
Memoirs of the American Mathematical Society volume Volume 171, Number 809
Publisher
American Mathematical Society
Pub. Date
2004.
Language
English
16) Stochastic methods for boundary value problems: numerics for high-dimensional PDEs and applications
Author
Publisher
De Gruyter
Pub. Date
2016.
Language
English
Author
Series
Memoirs of the American Mathematical Society volume Volume 100, Number 531
Publisher
American Mathematical Society
Pub. Date
1994.
Language
English
Author
Series
Memoirs of the American Mathematical Society volume Number 929
Publisher
American Mathematical Society
Pub. Date
2009.
Language
English