Oliver C. Ibe, University of Massachusetts Lowell, MA
EDITION STATEMENT
Edition Statement
First edition
Edition Statement
First edition
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
1 online resource (xv, 260 pages).
SERIES
Series Title
Wiley series in operations research and management science
GENERAL NOTES
Text of Note
Edition statement from running title area
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references and index
SUMMARY OR ABSTRACT
Text of Note
"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"--
Text of Note
"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"--