num_pages: 338
description: 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 .
language: English
title: Diffusion Processes and their Sample Paths
titlecomplete: Diffusion Processes and their Sample Paths (Classics in Mathematics)
ratings_count: 1
publisher: Springer