Diffusion Processes and their Sample Paths
Itô, Kiyosi.
Diffusion Processes and their Sample Paths [electronic resource] / by Kiyosi Itô, Henry P. Jr. McKean. - 1st ed. 1996. - XV, 323 p. online resource. - Classics in Mathematics, 1431-0821 .
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.
9783642620256
Probabilities.
Probability Theory and Stochastic Processes.
QA273.A1-274.9 QA274-274.9
519.2
Diffusion Processes and their Sample Paths [electronic resource] / by Kiyosi Itô, Henry P. Jr. McKean. - 1st ed. 1996. - XV, 323 p. online resource. - Classics in Mathematics, 1431-0821 .
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.
9783642620256
Probabilities.
Probability Theory and Stochastic Processes.
QA273.A1-274.9 QA274-274.9
519.2