000 01665nam a22002535i 4500
005 20210812160323.0
008 121227s1996 gw | s |||| 0|eng d
020 _a9783642620256
_9978-3-642-62025-6
050 4 _aQA273.A1-274.9
050 4 _aQA274-274.9
082 0 4 _a519.2
_223
100 1 _aItô, Kiyosi.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
245 1 0 _aDiffusion Processes and their Sample Paths
_h[electronic resource] /
_cby Kiyosi Itô, Henry P. Jr. McKean.
250 _a1st ed. 1996.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg :
_bImprint: Springer,
_c1996.
300 _aXV, 323 p.
_bonline resource.
490 1 _aClassics in Mathematics,
_x1431-0821
520 _aSince 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.
650 0 _aProbabilities.
650 1 4 _aProbability Theory and Stochastic Processes.
_0https://scigraph.springernature.com/ontologies/product-market-codes/M27004
700 1 _aMcKean, Henry P. Jr.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
710 2 _aSpringerLink (Online service)
773 0 _tSpringer Nature eBook
856 4 0 _uhttps://doi.org/10.1007/978-3-642-62025-6
999 _c1472
_d1472