TY  - BOOK
AU  - Ibe,Oliver C.
ED  - ebrary, Inc.
TI  - Elements of random walk and diffusion processes
AV  - QA274.73 .I24 2013eb
U1  - 519.2/82 23
PY  - 2013///
CY  - Hoboken, N.J.
PB  - John Wiley & Sons, Inc.
KW  - Random walks (Mathematics)
KW  - Diffusion processes
KW  - Electronic books
KW  - local
N1  - Includes bibliographical references and index; Electronic reproduction; Palo Alto, Calif.; ebrary; 2013; Available via World Wide Web; Access may be limited to ebrary affiliated libraries
N2  - "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"--
UR  - http://site.ebrary.com/lib/daystar/Doc?id=10748669
ER  -