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Diffusions and Waves

Diffusions and Waves

Henryk Gzyl

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Editorial:
Springer Nature B.V.
Año de edición:
2002
Materia
Probabilidad y estadística
ISBN:
9781402009679

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Sobre IBD

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.

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