Elements of Random Walk and Diffusion Processes |
|
| Author:
| Ibe, Oliver C. |
| Series title: | Wiley Series in Operations Research and Management Science Ser. |
| ISBN: | 978-1-118-61809-7 |
| Publication Date: | Sep 2013 |
| Publisher: | John Wiley & Sons, Incorporated
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| Book Format: | Hardback |
| List Price: | USD $112.95 |
Book Description:
|
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.
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.