| Description |
xv, 260 p. : ill. (some col.). |
| Series |
Wiley series in operations research and management science
|
| Bibliography |
Includes bibliographical references and index. |
| Summary |
"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. |
| Reproduction |
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. |
| Subject |
Random walks (Mathematics)
|
|
Diffusion processes.
|
| Genre/Form |
Electronic books.
|
| Added Author |
ProQuest (Firm)
|
| ISBN |
9781118618097 (hardback) |
|
9781118629857 (electronic bk.) |
|
