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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1. Verfasser: Ibe, Oliver C. (Oliver Chukwudi), 1947-
Format: Elektronisch E-Book
Sprache:Englisch
Veröffentlicht: Hoboken, N.J. : John Wiley & Sons, Inc., 2013.
Schriftenreihe:Wiley series in operations research and management science
Schlagworte:
Online-Zugang:https://biblioteca.ues.edu.sv/acceso/elibro/?url=https%3A%2F%2Felibro.net%2Fereader%2Fbiblioues/187648
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100 1 |a Ibe, Oliver C.  |q (Oliver Chukwudi),  |d 1947- 
245 1 0 |a Elements of random walk and diffusion processes /  |c Oliver C. Ibe. 
264 1 |a Hoboken, N.J. :  |b John Wiley & Sons, Inc.,  |c 2013. 
300 |a xv, 260 p. :  |b ill. (some col.). 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
347 |a data file  |2 rda 
440 0 |a Wiley series in operations research and management science 
504 |a Includes bibliographical references and index. 
520 |a "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"--  |c Provided by publisher. 
588 |a Description based on metadata supplied by the publisher and other sources. 
590 |a Electronic resource. Santa Fe, Argentina: elibro, 2025. Available via the World Wide Web. Access may be limited to libraries affiliated with elibro. 
650 0 |a Random walks (Mathematics) 
650 0 |a Diffusion processes. 
655 4 |a Electronic books. 
797 2 |a elibro, Corp. 
856 4 0 |u https://biblioteca.ues.edu.sv/acceso/elibro/?url=https%3A%2F%2Felibro.net%2Fereader%2Fbiblioues/187648