Diffusion processes and their sample paths
By: Kiyosi Itô, Henry P. McKean, Jr.
Contributors: McKean, Henry P.
Series: Classics in mathematics
Publisher: Springer; Springer Berlin Heidelberg
Published: 1996
Place of publication: Berlin; New York
Language: eng
Number of pages: 321
Subjects: Diffusion processes; Brownian motion processes
Description: U4 = Reihentext + Werbetext für dieses Buch Werbetext: 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.
Notes: Includes bibliographical references (p. [306]-312) and index.
"Reprint of the 1974 [i.e. second printing, corrected, 1974] edition."
"Originally published as vol. 125 of the Grundlehren der mathematischen Wissenschaften"--T.p. verso.