ISBN 9781118618097,Elements of Random Walk and Diffusion Processes

Elements of Random Walk and Diffusion Processes

Author:

Oliver C. Ibe

Publisher:

John Wiley & Sons

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ISBN 9781118618097
Publisher

John Wiley & Sons

Publication Year 2013
ISBN-13

ISBN 9781118618097

ISBN-10 1118618092
Binding

Hardback

Number of Pages 276 Pages
Subject

Probability & statistics

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.
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