Random Walk And The Heat Equation - Gregory F. Lawler - Books - American Mathematical Society - 9780821848296 - December 30, 2010
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Gregory F. Lawler
Random Walk And The Heat Equation

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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     Book
Released December 30, 2010
ISBN13 9780821848296
Publishers American Mathematical Society
Pages 156
Dimensions 143 × 222 × 13 mm   ·   250 g   (Weight (estimated))

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