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Elements of Random Walk and Diffusion Processes

af Oliver C. (University of Massachusetts at Lowell) Ibe

indgår i Wiley Series in Operations Research and Management Science serien

Elements of Random Walk and Diffusion Processes af Oliver C. (University of Massachusetts at Lowell) Ibe
Bag om Elements of Random Walk and Diffusion Processes

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781118618097
  • Indbinding:
  • Hardback
  • Sideantal:
  • 276
  • Udgivet:
  • 5. November 2013
  • Størrelse:
  • 165x241x23 mm.
  • Vægt:
  • 608 g.
Leveringstid: 2-3 uger
Forventet levering: 11. Oktober 2024

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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.

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