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, and p...
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| Autor principal: | |
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| Format: | Electrònic eBook |
| Idioma: | anglès |
| Publicat: |
Hoboken, N.J. :
John Wiley & Sons, Inc.,
2013.
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| Col·lecció: | Wiley series in operations research and management science
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| Matèries: | |
| Accés en línia: | https://biblioteca.ues.edu.sv/acceso/elibro/?url=https%3A%2F%2Felibro.net%2Fereader%2Fbiblioues/187648 Veure a l'OPAC |
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| Sumari: | "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"-- |
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| Descripció física: | xv, 260 p. : ill. (some col.). |
| Bibliografia: | Includes bibliographical references and index. |
| ISBN: | 9781118629857 |