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Diffusion processes and their sample paths

Kiyosi Itō

1965321 pagesabout 5–7 hours
1965
first published
  • 1965Springer-Verlag · 321 pages · ENG
  • 1996Springer · 321 pages · ENGISBN 9783540606291

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.

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