Diffusion Processes and their Sample Paths : Reprint of the 1974 Edition /

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 mat...

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Bibliographic Details
Main Author: Itô, Kiyosi
Corporate Author: SpringerLink (Online service)
Other Authors: McKean, Henry P. (Henry Pratt), 1930-
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 1965.
Series:Classics in mathematics ; 125.
Subjects:
Online Access:Connect to the full text of this electronic book
Description
Summary: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.
Item Description:Electronic resource.
Physical Description:1 online resource (xv, 323 pages)
ISBN:9783642620256 (electronic bk.)
3642620256 (electronic bk.)
ISSN:0072-7830 ;