TY  - BOOK
AU  - Ibe,Oliver C.
TI  - Elements of random walk and diffusion processes
T2  - Wiley series in operations research and management science
SN  - 9781118618097 (hardback)
U1  - 519.282 23
PY  - 2013///
CY  - New Jersey
PB  - John Wiley
KW  - Random walks (Mathematics)
KW  - Diffusion processes
KW  - MATHEMATICS / Applied
N1  - Includes bibliographical references (pages 247-252) and index; 1. REVIEW OF PROBABILITY THEORY
2.OVERVIEW OF STOCHASTIC PROCESSES
3. ONE-DIMENSIONAL RANDOM WALK
4.TWO-DIMENSIONAL RANDOM WALK
5. BROWNIAN MOTION
6. INTRODUCTION TO STOCHASTIC CALCULUS
7. DIFFUSION PROCESSES
8. LEVY WALK
9. FRACTIONAL CALCULUS AND ITS APPLICATIONS
10. PERCOLATION THEORY

REFERENCES
INDEX
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"--; "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"--
ER  -