Diffusion Processes and their Sample Paths: Reprint of the 1974 Edition
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Bibliographic Details
Main Author: Itō, Kiyoshi 1915-2008 (Author)
Format: Electronic eBook
Language:English
Published: Berlin, Heidelberg Springer Berlin Heidelberg 1996
Series:Grundlehren der mathematischen Wissenschaften 125
Subjects:
Online Access:Volltext
Item 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
Physical Description:1 Online-Ressource (XV, 323 p)
ISBN:9783642620256
9783540606291
DOI:10.1007/978-3-642-62025-6

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