01876nam a2200337 a 4500 ebr10748669 CaPaEBR m o u cr cn||||||||| 130430s2013 njuad sb 001 0 eng d 2013009389 9781118618097 (hardback) 9781118629857 (e-book) CaPaEBR CaPaEBR (OCoLC)859161245 QA274.73 .I24 2013eb 519.2/82 23 Ibe, Oliver C. (Oliver Chukwudi), 1947- Elements of random walk and diffusion processes [electronic resource] / Oliver C. Ibe. Hoboken, N.J. : John Wiley & Sons, Inc., 2013. xv, 260 p. : ill. (some col.). Wiley series in operations research and management science Includes bibliographical references and index. "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"-- Provided by publisher. Electronic reproduction. Palo Alto, Calif. : ebrary, 2013. Available via World Wide Web. Access may be limited to ebrary affiliated libraries. Random walks (Mathematics) Diffusion processes. Electronic books. local ebrary, Inc. http://site.ebrary.com/lib/rucke/Doc?id=10748669 An electronic book accessible through the World Wide Web; click to view 219273 219273