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


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


Brownian Motion Random Walk Fundamental Solution Travel Wave Solution Exercise Price 
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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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