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Diffusion Processes and their Sample Paths [electronic resource] : Reprint of the 1974 Edition /
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 Itô and McKean.
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| Main Authors: | , , |
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| Format: | Texto biblioteca |
| Language: | eng |
| Published: |
Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer,
1996
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| Subjects: | Mathematics., Probabilities., Probability Theory and Stochastic Processes., |
| Online Access: | http://dx.doi.org/10.1007/978-3-642-62025-6 |
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| Summary: | 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 Itô and McKean. |
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