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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020 | |z 9781118618097 (hardback) | ||
020 | |a 9781118629857 (electronic bk.) | ||
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050 | 4 | |a QA274.73 |b .I24 2013 | |
082 | 0 | 4 | |a 519.2/82 |2 23 |
100 | 1 | |a Ibe, Oliver C. |q (Oliver Chukwudi), |d 1947- | |
245 | 1 | 0 | |a Elements of random walk and diffusion processes |h [electronic resource] / |c Oliver C. Ibe. |
260 | |a Hoboken, N.J. : |b John Wiley & Sons, Inc., |c 2013. | ||
300 | |a xv, 260 p. : |b ill. (some col.). | ||
440 | 0 | |a Wiley series in operations research and management science | |
504 | |a Includes bibliographical references and index. | ||
520 | |a "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"-- |c Provided by publisher. | ||
533 | |a Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. | ||
650 | 0 | |a Random walks (Mathematics) | |
650 | 0 | |a Diffusion processes. | |
655 | 4 | |a Electronic books. | |
710 | 2 | |a ProQuest (Firm) | |
856 | 4 | 0 | |u https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=1368912 |z Click to View |