ENGLISH

Diffusion Processes and their Sample Paths: Reprint of the 1974 Edition

By Kiyosi Ito , Henry P. McKean Jr. (auth.)

Book information

Publisher
Springer-Verlag Berlin Heidelberg
Year
1965
ISBN
978-3-540-60629-1, 978-3-642-62025-6
DOI
10.1007/978-3-642-62025-6
Language
english
Format
PDF
Filesize
12 MB (13058109 bytes)
Series
Classics in Mathematics 125
Edition
1
Pages
323\340
Orientation
yes
Scanned
yes
Time added
2013-08-01 04:00:00
Probability Theory and Stochastic Processes

Description

U4 = Reihentext + Werbetext für dieses Buch Werbetext: 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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