Diffusion Processes and Their Sample Paths. - Hardcover

Ito, Kiyosi; McKean, Henry P Jr; Ita, Kiyosi

 
9783540033028: Diffusion Processes and Their Sample Paths.

Synopsis

Since its first publication in 1965 in the series "Grundlehren der mathematischen Wissenschaften" this book has had a profound and enduring influence on research into the stochastic processes associated with diffusion phenomena. Generations of mathematicians have appreciated the clarity of the descriptions given of one- or more- dimensional diffusion processes and the mathematical insight provided into Brownian motion. Now, with its republication in the "Classics in Mathematics" it is hoped that a new generation will be able to enjoy the classic text of ItA and McKean.""

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9780387033020: Diffusion Processes & Their Sample Paths

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ISBN 10:  0387033025 ISBN 13:  9780387033020
Hardcover