Elements of Random Walk and Diffusion Processes (Wiley Series in Operations Research and Management Science)

by Oliver C. Ibe

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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.
  • ISBN13 9781118617939
  • Publish Date 29 August 2013 (first published 1 January 2013)
  • Publish Status Active
  • Publish Country US
  • Imprint John Wiley & Sons Inc