Elements of random walk and diffusion processes / Oliver C. Ibe.
"Featuring an introduction to stochastic calculus, this book uniquely blends diffusion equations and random walk theory and provides an interdisciplinary approach by including numerous practical examples and exercises with real-world applications in operations research, economics, engineering,...
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| Year of Publication: | 2013 |
| Language: | English |
| Series: | Wiley series in operations research and management science
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| Online Access: | |
| Physical Description: | xv, 260 p. :; ill. (some col.). |
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| Summary: | "Featuring an introduction to stochastic calculus, this book uniquely blends diffusion equations and random walk theory and provides an interdisciplinary approach by including numerous practical examples and exercises with real-world applications in operations research, economics, engineering, and physics. It covers standard methods and applications of Brownian motion and discusses Levy motion; addresses fractional calculus; introduces percolation theory and its relationship to diffusion processes; and more"-- |
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| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9781118618097 (hardback) 9781118629857 (electronic bk.) |
| Hierarchical level: | Monograph |
| Statement of Responsibility: | Oliver C. Ibe. |