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Elements of random walk and diffusio...
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Ibe, Oliver C. (1947-)
Elements of random walk and diffusion processes
紀錄類型:
書目-語言資料,印刷品 : Monograph/item
正題名/作者:
Elements of random walk and diffusion processesOliver C. Ibe.
作者:
Ibe, Oliver C.
出版者:
Hoboken, New Jersey :Wiley,2013.
面頁冊數:
1 online resource (xv, 260 p.)
附註:
Edition statement from running title area.
標題:
Random walks (Mathematics)
電子資源:
http://onlinelibrary.wiley.com/book/10.1002/9781118618059
ISBN:
9781118618059 (electronic bk.)
Elements of random walk and diffusion processes
Ibe, Oliver C.1947-
Elements of random walk and diffusion processes
[electronic resource] /Oliver C. Ibe. - 1st ed. - Hoboken, New Jersey :Wiley,2013. - 1 online resource (xv, 260 p.) - Wiley series in operations research and management science. - Wiley series in operations research and management science..
Edition statement from running title area.
Includes bibliographical references and index.
"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"--
ISBN: 9781118618059 (electronic bk.)
LCCN: 2013017918Subjects--Topical Terms:
183715
Random walks (Mathematics)
LC Class. No.: QA274.73
Dewey Class. No.: 519.2/82
Elements of random walk and diffusion processes
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Elements of random walk and diffusion processes
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[electronic resource] /
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Oliver C. Ibe.
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1st ed.
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Hoboken, New Jersey :
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Wiley,
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2013.
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"This book features an introduction to powerful and general techniques that are used in the application of physical and dynamic processes and presents the connections between diffusion equations and random motion"--
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http://onlinelibrary.wiley.com/book/10.1002/9781118618059
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