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Library,Documentation and Information Science Division

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borderland which separates the known from the unknown”

-P.C.Mahalanobis


Elements of random walk and diffusion processes / (Record no. 416202)

MARC details
000 -LEADER
fixed length control field 01910cam a2200277 i 4500
001 - CONTROL NUMBER
control field 17718529
003 - CONTROL NUMBER IDENTIFIER
control field ISI Library, Kolkata
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20141218122352.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 130430s2013 njua b 001 0 eng
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781118618097 (hardback)
040 ## - CATALOGING SOURCE
Original cataloging agency ISI Library
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519.282
Edition number 23
Item number Ib12
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Ibe, Oliver C.
245 10 - TITLE STATEMENT
Title Elements of random walk and diffusion processes /
Statement of responsibility, etc Oliver C. Ibe.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc New Jersey :
Name of publisher, distributor, etc John Wiley,
Date of publication, distribution, etc c2013.
300 ## - PHYSICAL DESCRIPTION
Extent xv, 260 p. :
Other physical details illustrations ;
Dimensions 25 cm.
490 ## - SERIES STATEMENT
Series statement Wiley series in operations research and management science
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references (pages 247-252) and index.
505 ## - FORMATTED CONTENTS NOTE
Formatted contents note 1. REVIEW OF PROBABILITY THEORY<br/>2.OVERVIEW OF STOCHASTIC PROCESSES<br/>3. ONE-DIMENSIONAL RANDOM WALK<br/>4.TWO-DIMENSIONAL RANDOM WALK<br/>5. BROWNIAN MOTION<br/>6. INTRODUCTION TO STOCHASTIC CALCULUS<br/>7. DIFFUSION PROCESSES<br/>8. LEVY WALK<br/>9. FRACTIONAL CALCULUS AND ITS APPLICATIONS<br/>10. PERCOLATION THEORY<br/><br/>REFERENCES<br/>INDEX
520 ## - SUMMARY, ETC.
Summary, etc "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"--
520 ## - SUMMARY, ETC.
Summary, etc "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"--
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Random walks (Mathematics).
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Diffusion processes.
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element MATHEMATICS / Applied.
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type Books
Holdings
Lost status Not for loan Home library Current library Date acquired Cost, normal purchase price Full call number Accession Number Koha item type
    ISI Library, Kolkata ISI Library, Kolkata 17/11/2014 5179.42 519.282 Ib12 135431 Books
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Phone no. 91-33-2575 2100, Fax no. 91-33-2578 1412, ksatpathy@isical.ac.in