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Elements of Random Walk and Diffusion Processes - 9781118618097

Un libro in lingua di Ibe Oliver C. edito da John Wiley & Sons Inc, 2013

  • € 94.00
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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"--

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