Elements of Random Walk and Diffusion Processes

DOI10.1002/9781118618059zbMath1294.60002OpenAlexW2505741526MaRDI QIDQ2861908

Oliver C. Ibe

Publication date: 11 November 2013

Full work available at URL: https://doi.org/10.1002/9781118618059

zbMATH Keywords

diffusionBrownian motionpercolationfractional calculusrandom walkLévy processLévy walkLévy flightfractional process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22) Sums of independent random variables; random walks (60G50) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Brownian motion (60J65) Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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Uses Software

• Algorithm 858