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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: January 25, 2025
Extended return policy to January 30, 2025
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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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