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

By:

Itô, Kiyosi [author.]

Contributor(s):

Material type: Text

TextSeries: 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:

Click here to access online

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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Ebook	Transit Campus		Available	Online Resources

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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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