Diffusions and Waves

By Henryk Gzyl

Book 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.

• Format: Hardcover
• Language: English
• ISBN: 1402009674
• ISBN13: 9781402009679
• Release Date: November 2002
• Publisher: Kluwer Academic Publishers
• Length: 248 Pages
• Weight: 1.25 lbs.
• Dimensions: 0.6" x 6.4" x 9.7"