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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Bibliographic Details
Main Author: Ibe, Oliver C. (Oliver Chukwudi), 1947-
Corporate Author: ebrary, Inc
Format: Electronic eBook
Language:English
Published: Hoboken, N.J. : John Wiley & Sons, Inc., 2013.
Series:Wiley series in operations research and management science
Subjects:
Online Access:An electronic book accessible through the World Wide Web; click to view
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020 |z 9781118618097 (hardback) 
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035 |a (OCoLC)859161245 
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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.  |b Palo Alto, Calif. :  |c ebrary,  |d 2013.  |n Available via World Wide Web.  |n Access may be limited to ebrary affiliated libraries. 
650 0 |a Random walks (Mathematics) 
650 0 |a Diffusion processes. 
655 7 |a Electronic books.  |2 local 
710 2 |a ebrary, Inc. 
856 4 0 |u http://site.ebrary.com/lib/daystar/Doc?id=10748669  |z An electronic book accessible through the World Wide Web; click to view 
908 |a 170314 
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999 |c 162437  |d 162437