Elements of random walk and diffusion processes:
Gespeichert in:
Bibliographische Detailangaben
1. Verfasser: Ibe, Oliver C. 1947- (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Hoboken, New Jersey Wiley [2013]
Schriftenreihe:Wiley series in operations research and management science
Schlagworte:
Online-Zugang:FRO01
TUM01
UBG01
Volltext
Beschreibung:"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"--
Includes bibliographical references and index
Beschreibung:1 Online-Ressource
ISBN:9781118618059

Es ist kein Print-Exemplar vorhanden.

Fernleihe Bestellen Achtung: Nicht im THWS-Bestand! Volltext öffnen