Elements of random walk and diffusion processes /

• Κύριος συγγραφέας: Ibe, Oliver C. (Oliver Chukwudi), 1947-
• Μορφή: Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Hoboken, New Jersey : Wiley, [2013]
• Σειρά: Wiley series in operations research and management science.
• Θέματα: Random walks (Mathematics); Diffusion processes.; MATHEMATICS / Applied.; MATHEMATICS > Applied.; Stochastischer Prozess.; Irrfahrtsproblem.; Diffusionsprozess.; Electronic books.

"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,...