Code: 01566056

Diffusion Processes and their Sample Paths

Name: Diffusion Processes and their Sample Paths
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 01566056
Price: 56.74 EUR
Availability: InStock
Author: Kiyosi Ito
ISBN: 9783540606291

by Kiyosi Ito, Henry P. McKean

Language: English
Binding: Paperback
Number of pages: 323
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 1996
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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 Ito and McKean.