Cambridge University Press
A Guide to First-Passage Processes (English, Sidney Redner | Redner Sidney)
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About the Book
First-passage properties underlie a wide range of stochastic processes, such as diffusion-limited growth, neuron firing, and the triggering of stock options. This book provides a unified presentation of first-passage processes, which highlights its interrelations with electrostatics and the resulting powerful consequences. The author begins with a modern presentation of fundamental theory including the connection between the occupation and first-…
ISBN: 9780521036917
Book Specifications
| ISBN-13 | 9780521036917 |
| ISBN-10 | 0521036917 |
| Publisher | Cambridge University Press |
| Category | Cambridge University Press |
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