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Diffusion processes and their sample paths /

ItO, Kiyosi. 1915-2008.

Diffusion processes and their sample paths / [by] Kiyosi Itô [and] Henry P. McKean, Jr. - Berlin : Springer-Verlag, c1996. - xv, 321 p. : ill. ; 24 cm. - Classics in mathematics .

Originally published as "Grundlehren der mathematischen Wissenschaften; Vol.125"

Includes bibliography and index.

Consists of Standard Brownian Motion, 1-Dimensional and Several Dimensional Diffusion, Generators, Local and Inverse Local Times etc.

ISBN: 3540606297 (pbk) : EURO 49.99 = Mathematics

LCCN: 95049024

Subjects--Topical Terms:
Diffusion processes.
Brownian motion processes.
Mathematics

LC Class. No.: QA274.75 / .I86 1996

Dewey Class. No.: 519.2 / ITO/D

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