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Diffusion Processes and their Sample Paths [electronic resource] / by Kiyosi Itô, Henry P. Jr. McKean.

By: Contributor(s): Material type: TextTextSeries: Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1996Edition: 1st ed. 1996Description: XV, 323 p. online resourceISBN:
  • 9783642620256
Subject(s): DDC classification:
  • 519.2 23
LOC classification:
  • QA273.A1-274.9
  • QA274-274.9
Online resources: In: Springer Nature eBookSummary: 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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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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