Elements of random walk and diffusion processes /

• Main Author: Ibe, Oliver C. (Oliver Chukwudi), 1947-
• Format: eBook
• Language: English
• Published: Hoboken, New Jersey : Wiley, [2013]
• Series: Wiley series in operations research and management science.
• Subjects: 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,...