Diffusion Processes and their Sample Paths

von Kiyosi Itô, Henry P. Jr. McKean

323 Seiten, Taschenbuch

Kurzbeschreibung des Verlags

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
.

• Reihe: Classics in Mathematics
• ISBN: 9783540606291
• Sprache: Englisch
• Erscheinungsdatum: 05.01.1996
• Genre: Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik
• Verlag: Springer Berlin