Diffusion processes and their sample paths / [by] Kiyosi Itô [and] Henry P. McKean, Jr.

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Material type: Text

TextLanguage: ENG Series: Classics in mathematicsPublication details: Berlin : Springer-Verlag, c1996.Description: xv, 321 p. : ill. ; 24 cmISBN:

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

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Holdings
Item type	Current library	Call number	Status	Notes	Date due	Barcode
Reference Book	Transit Campus Mathematics	519.2 ITO/D (Browse shelf(Opens below))	Available	Transit Campus - 1-E		000814
Books	Vigyanpuri Campus Mathematics	519.2 ITO/D (Browse shelf(Opens below))	Available			000813

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.

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