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Diffusion Processes and their Sample Paths, Paperback / softback Book

Diffusion Processes and their Sample Paths Paperback / softback

Paperback / softback

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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.

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  • Format:Paperback / softback
  • Pages:323 pages, XV, 323 p.
  • Publisher:Springer-Verlag Berlin and Heidelberg GmbH & Co. K
  • Publication Date:
  • Category:
  • ISBN:9783540606291

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Information

  • Item not Available

  • Format:Paperback / softback
  • Pages:323 pages, XV, 323 p.
  • Publisher:Springer-Verlag Berlin and Heidelberg GmbH & Co. K
  • Publication Date:
  • Category:
  • ISBN:9783540606291