Diffusion Processes and their Sample Paths - Henry P. Jr. McKean,Kiyosi Itô
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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 Browni ... Full description
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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.
More Information
| Author | Henry P. Jr. McKean, Kiyosi Itô |
|---|---|
| Publisher | Springer Berlin Heidelberg |
| Series | Classics in Mathematics |
| Release year | 1996 |
| Cover type | Softcover |
| EAN | 9783540606291 |