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Random Walk and the Heat Equation - Student Mathematical Library Gregory F. Lawler
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Random Walk and the Heat Equation - Student Mathematical Library
Gregory F. Lawler
Introducing the heat equation and the closely related notion of harmonic functions from a probabilistic perspective, this book includes chapters on: the discrete case, random walk and the heat equation on the integer lattice; the continuous case, Brownian motion and the usual heat equation; and martingales and fractal dimension.
156 pages, Illustrations
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | December 30, 2010 |
| ISBN13 | 9780821848296 |
| Publishers | American Mathematical Society |
| Pages | 156 |
| Dimensions | 143 × 222 × 13 mm · 212 g |
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