Elements of Random Walk and Diffusion Processes

By Oliver C. Ibe

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.

• Format: Hardcover
• Language: English
• ISBN: 1118618092
• ISBN13: 9781118618097
• Release Date: September 2013
• Publisher: Wiley
• Length: 276 Pages
• Weight: 1.30 lbs.
• Dimensions: 0.9" x 6.2" x 9.3"