Elements of random walk and diffusion processes
type: Item
instance of: scholarly article
zbMATH Open document ID: 1294.60002
DOI: 10.1002/9781118618059
author: Oliver C. Ibe
publication date: 2013-11-11T00:00:00Z
Mathematics Subject Classification ID: 60-01
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60G50
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60J70
zbMATH DE Number: 6225135
zbMATH Keywords: random walk
zbMATH Keywords: Brownian motion
zbMATH Keywords: diffusion
zbMATH Keywords: Lévy process
zbMATH Keywords: Lévy walk
zbMATH Keywords: Lévy flight
zbMATH Keywords: fractional calculus
zbMATH Keywords: fractional process
zbMATH Keywords: percolation
describes a project that uses: Algorithm 858
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1002/9781118618059
OpenAlex ID: W2505741526
title: Elements of random walk and diffusion processes
published in: Wiley Series in Operations Research and Management Science
review text: The author gives an overview on basic facts about one- and two-dimensional random walks, diffusions, and Lévy processes, as well as fractional calculus, fractional processes, and percolations. He does so from the point of view of possible applications, supplying numerous explicit practical examples or references to applications in a large diversity of fields of the natural sciences, engineering, computer science, economics, operations research, social sciences, and medicine. Several chapters also offer exercise problems. Proofs are given only as far as they can be kept within the framework of elementary calculus and probability. Facts needed from probability theory are collected in an introductory chapter.NEWLINENEWLINE The book should be helpful for any researcher faced with a dynamic phenomenon of the real world to which a stochastic model is the only practicable or at least the most reasonable approach, and for whom working through a large bulk of abstract mathematical literature, before getting started on the problem at hand, is no realistic option.
reviewed by: Heinrich Hering
description: scientific article; zbMATH DE number 6225135