Diffusion Processes and their Sample Paths - Softcover

McKean, Henry P. Jr.; Itô, Kiyosi

 
9783642620263: Diffusion Processes and their Sample Paths

Inhaltsangabe

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.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Weitere beliebte Ausgaben desselben Titels

9783540606291: Diffusion Processes and their Sample Paths: Reprint Of The 1974 Edition (Classics in Mathematics)

Vorgestellte Ausgabe

ISBN 10:  3540606297 ISBN 13:  9783540606291
Verlag: Springer, 2013
Softcover