Elements of random walk and diffusion processes / Oliver C. Ibe.

Author/creator Ibe, Oliver C., 1947-
Format Electronic
Publication InfoHoboken, New Jersey : Wiley, [2013]
Description1 online resource.
Supplemental ContentFull text available from Ebook Central - Academic Complete
Subjects

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"-- Provided by publisher.
Abstract "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"-- Provided by publisher.
Bibliography noteIncludes bibliographical references and index.
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Source of descriptionDescription based on print version record and CIP data provided by publisher.
Issued in other formPrint version: Ibe, Oliver C. (Oliver Chukwudi), 1947- Elements of random walk and diffusion processes Hoboken, New Jersey : John Wiley & Sons, Inc., [2013] 9781118618097
Genre/formElectronic books.
LCCN 2013017918
ISBN9781118629857 (pdf)

Availability

Library Location Call Number Status Item Actions
Electronic Resources Access Content Online ✔ Available