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Diffusion

  • Sandro Salsa
Part of the Universitext book series (UTX)

Abstract

The Diffusion Equation — Uniqueness — The Fundamental Solution — Symmetric Random Walk (n = 1) — Diffusion, Drift and Reaction — Multidimensional Random Walk — An Example of Reaction—Diffusion (n = 3) — The Global Cauchy Problem (n = 1) — An Application to Finance — Some Nonlinear Aspects

Keywords

Brownian Motion Random Walk Fundamental Solution Travel Wave Solution Exercise Price 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Italia 2008

Authors and Affiliations

  • Sandro Salsa
    • 1
  1. 1.Dipartimento di MatematicaPolitecnico di MilanoItaly

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