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,...
| Κύριος συγγραφέας: | |
|---|---|
| Μορφή: | Ηλ. βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
Hoboken, New Jersey :
Wiley,
[2013]
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| Σειρά: | Wiley series in operations research and management science.
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| Θέματα: | |
| Διαθέσιμο Online: | Full Text via HEAL-Link |
| Περίληψη: | "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"-- "This book features an introduction to powerful and general techniques that are used in the application of physical and dynamic processes and presents the connections between diffusion equations and random motion"-- |
|---|---|
| Φυσική περιγραφή: | 1 online resource. |
| Βιβλιογραφία: | Includes bibliographical references and index. |
| ISBN: | 9781118629857 (pdf) 111862985X (pdf) 9781118617939 1118617932 9781118618066 1118618068 9781118618059 111861805X |
| DOI: | 10.1002/9781118618059 |
