Elements of random walk and diffusion processes
"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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| Main Author: | |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Hoboken, N.J. :
John Wiley & Sons, Inc.,
2013.
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| Series: | Wiley series in operations research and management science
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| Subjects: | |
| Online Access: | An electronic book accessible through the World Wide Web; click to view |
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Elements of random walk and diffusion processes