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About 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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  • Language:
  • English
  • ISBN:
  • 9781118618097
  • Binding:
  • Hardback
  • Pages:
  • 276
  • Published:
  • November 4, 2013
  • Dimensions:
  • 165x241x23 mm.
  • Weight:
  • 608 g.
Delivery: 2-4 weeks
Expected delivery: December 11, 2024

Description of 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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