Diffusion Processes and Their Sample Paths
Paperback or Softback 323 pages Jan 05, 1996
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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.
- Author:
- Kiyosi Itô
- Publisher:
- Springer
- Publication Date:
- Jan 05, 1996
- Number of pages:
- 323 pages
- Binding:
- Paperback or Softback
- ISBN-10:
- 3540606297
- ISBN-13:
- 9783540606291