Elements of Random Walk and Diffusion Processes - Oliver C. Ibe

Elements of Random Walk and Diffusion Processes
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Autor: Oliver C. Ibe

 Wydawnictwo: John Wiley Sons
ISBN: 9781118618097
EAN:
Format: ...
Oprawa: twarda
Stron: 276
Data wydania: 2013-10-01
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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.

Książka "Elements of Random Walk and Diffusion Processes"
Oliver C. Ibe