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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TeilnehmendeR:
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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