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Diffusion processes and their sample paths
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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 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 .
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Diffusion processes and their sample paths, Itō Kiyoshi
- Language
- Released
- 1996
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- Title
- Diffusion processes and their sample paths
- Language
- German
- Authors
- Itō Kiyoshi
- Publisher
- Springer
- Released
- 1996
- ISBN10
- 3540606297
- ISBN13
- 9783540606291
- Series
- Classics in mathematics
- Category
- Mathematics
- 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 .