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A Guide to First-Passage Processes
A Guide to FirstPassage Processes
Author: Sidney Redner
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 wit...  more »
ISBN-13: 9780521652483
ISBN-10: 0521652480
Publication Date: 8/6/2001
Pages: 322
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Publisher: Cambridge University Press
Book Type: Hardcover
Other Versions: Paperback
Members Wishing: 0
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