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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Physical Description:xv, 260 p. :; ill. (some col.).
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spelling Ibe, Oliver C. (Oliver Chukwudi), 1947-
Elements of random walk and diffusion processes [electronic resource] / Oliver C. Ibe.
Hoboken, N.J. : John Wiley & Sons, Inc., 2013.
xv, 260 p. : ill. (some col.).
Wiley series in operations research and management science
Includes bibliographical references and index.
"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"-- Provided by publisher.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Random walks (Mathematics)
Diffusion processes.
Electronic books.
ProQuest (Firm)
https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=1368912 Click to View
language English
format Electronic
eBook
author Ibe, Oliver C. 1947-
spellingShingle Ibe, Oliver C. 1947-
Elements of random walk and diffusion processes
author_facet Ibe, Oliver C. 1947-
ProQuest (Firm)
ProQuest (Firm)
author_variant o c i oc oci
author_fuller (Oliver Chukwudi),
author2 ProQuest (Firm)
author2_role TeilnehmendeR
author_corporate ProQuest (Firm)
author_sort Ibe, Oliver C. 1947-
title Elements of random walk and diffusion processes
title_full Elements of random walk and diffusion processes [electronic resource] / Oliver C. Ibe.
title_fullStr Elements of random walk and diffusion processes [electronic resource] / Oliver C. Ibe.
title_full_unstemmed Elements of random walk and diffusion processes [electronic resource] / Oliver C. Ibe.
title_auth Elements of random walk and diffusion processes
title_new Elements of random walk and diffusion processes
title_sort elements of random walk and diffusion processes
publisher John Wiley & Sons, Inc.,
publishDate 2013
physical xv, 260 p. : ill. (some col.).
isbn 9781118629857 (electronic bk.)
callnumber-first Q - Science
callnumber-subject QA - Mathematics
callnumber-label QA274
callnumber-sort QA 3274.73 I24 42013
genre Electronic books.
genre_facet Electronic books.
url https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=1368912
illustrated Illustrated
dewey-hundreds 500 - Science
dewey-tens 510 - Mathematics
dewey-ones 519 - Probabilities & applied mathematics
dewey-full 519.2/82
dewey-sort 3519.2 282
dewey-raw 519.2/82
dewey-search 519.2/82
oclc_num 862793484
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is_hierarchy_title Elements of random walk and diffusion processes
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