Diffusion Processes and Their Sample Paths |
|
| Author:
| Itô, Kiyosi
McKean, Henry P. Jr. |
| Series title: | Classics in Mathematics Ser. |
| ISBN: | 978-3-642-62025-6 |
| Publication Date: | Dec 2012 |
| Publisher: | Springer
|
| Book Format: | Ebook |
| List Price: | USD $69.99 |
Book 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...
More DescriptionSince 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.