Elements of Random Walk and Diffusion Processes Oliver C. Ibe

ISBN: 9781118629857

Published: August 16th 2013

ebook

276 pages


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

Elements of Random Walk and Diffusion Processes by Oliver C. Ibe
August 16th 2013 | ebook | PDF, EPUB, FB2, DjVu, AUDIO, mp3, ZIP | 276 pages | ISBN: 9781118629857 | 3.65 Mb

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 inMoreFeaturing 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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