The theme of the first two chapters of the book is the relationship between random walks and the heat equation the first chapter discusses the discrete case random walk and the heat equation on the integer lattice and the second chapter discusses the continuous case brownian motion and the usual heat equation. Random walk and the heat equation about this title gregory f lawler university of chicago chicago il publication the student mathematical library publication year 2010 volume 55 isbns 978 0 8218 4829 6 print 978 1 4704 1638 6 online. Student mathematical library v 55 the student mathematical library v 55 format description book 1 online resource ix 156 pages illustrations subjects random walks mathematics heat equation contents chapter 1 random walk and discrete heat equation chapter 2 brownian motion and the heat equation chapter 3 martingales chapter 4. Random walk and the heat equation gregory f lawler publication year 2010 isbn 10 0 8218 4829 1 isbn 13 978 0 8218 4829 6 student mathematical library vol 55 this page is maintained by the author contact information gregory f lawler university of chicago department of mathematics 5734 s university ave. Destination page number search scope search text search scope search text
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