Random Walk and Diffusion Models

Wolf Schwarz is a professor at the University of Potsdam where he teaches mathematical modeling and applied statistics for life scientists. He has published extensively in leading journals devoted to applied probability, statistics, and the behavioral or life sciences. His previous book 40 Puzzles and Problems in Probability and Mathematical Statistics was published by Springer in the Problem Books in Mathematics series.

• Introduction.- Discrete random Walks.- The Correlated Random Walk.- The Diffusion Limit.- The Wiener process.- More general Diffusion Processes.- Differential Equations for Probabilities.- Applications.