Elements of random walk and diffusion processes /
xv, 260 p. : illustrations ; 25 cm. - (Wiley series in operations research and management science ) Content notes : 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 Diffusion processes. MATHEMATICS / Applied.
