Diffusion processes and their sample paths / [by] Kiyosi Itô [and] Henry P. McKean, Jr.
Material type: TextLanguage: ENG Series: Classics in mathematicsPublication details: Berlin : Springer-Verlag, c1996.Description: xv, 321 p. : ill. ; 24 cmISBN:- 3540606297 (pbk) :
- 519.2 23rd ITO/D
- QA274.75 .I86 1996
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 |
Browsing Transit Campus shelves, Shelving location: Mathematics Close shelf browser (Hides shelf browser)
519 MAT/V Vector calculus/ | 519.1 DYN/M Markov processes-I/ | 519.1 MCK/S Stochastic integrals/ | 519.2 ITO/D Diffusion processes and their sample paths / | 519.2 JOH/I Information theory and the central limit theorem / | 519.2 KOL/F Foundations of the theory of probability/ | 519.2 ROSS/F First course in probability/ |
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.
There are no comments on this title.