Oliver C. Ibe, University of Massachusetts Lowell, MA
First edition
First edition
1 online resource (xv, 260 pages).
Wiley series in operations research and management science
Edition statement from running title area
Includes bibliographical references and index
"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"--