| Document Type
|
:
|
BL
|
| Record Number
|
:
|
661909
|
| Doc. No
|
:
|
dltt
|
| Main Entry
|
:
|
Ibe, Oliver C., (Oliver Chukwudi),1947-
|
| Title & Author
|
:
|
Elements of random walk and diffusion processes /\ Oliver C. Ibe, University of Massachusetts Lowell, MA
|
| Edition Statement
|
:
|
First edition
|
|
|
:
|
First edition
|
| Series Statement
|
:
|
Wiley series in operations research and management science
|
| Page. NO
|
:
|
1 online resource (xv, 260 pages).
|
| ISBN
|
:
|
9781118618059 (electronic bk.)
|
|
|
:
|
: 111861805X (electronic bk.)
|
|
|
:
|
: 9781118629857 (electronic bk.)
|
|
|
:
|
: 111862985X (electronic bk.)
|
|
|
:
|
9781118617939
|
|
|
:
|
1118617932
|
|
|
:
|
9781118618066
|
|
|
:
|
1118618068
|
|
|
:
|
9781118618097 (hardback)
|
| Notes
|
:
|
Edition statement from running title area
|
| Bibliographies/Indexes
|
:
|
Includes bibliographical references and index
|
| Abstract
|
:
|
"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"--
|
|
|
:
|
"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"--
|
| Subject
|
:
|
Random walks (Mathematics)
|
| Subject
|
:
|
Diffusion processes.
|
| Dewey Classification
|
:
|
519.2/82
|
| LC Classification
|
:
|
QA274.73
|
| Added Entry
|
:
|
Ohio Library and Information Network.
|
|
|
:
|
Wiley Online Library (Online service)
|