Dynamic random walks

Nadine Guillotin-Plantard, Rene Schott0444527354, 9780444527356, 9780080462844

The aim of this book is to report on the progress realized in probability theory in the field of dynamic random walks and to present applications in computer science, mathematical physics and finance. Each chapter contains didactical material as well as more advanced technical sections. Few appendices will help refreshing memories (if necessary!). · New probabilistic model, new results in probability theory · Original applications in computer science · Applications in mathematical physics · Applications in finance