Diffusion Processes and their Sample Paths (Grundlehren der mathematischen Wissenschaften)

Kiyosi Ito; H.P. McKean Jr.

ISBN 10: 3540033025 / ISBN 13: 9783540033028

Verlag: Springer, 1974

NOT ex-library. Pages are clean and crisp, no markings. Minor dirt smudge on cover. 100% of proceeds go toward promoting literacy in under-served areas of the world. Bestandsnummer des Verkäufers SKU0001313

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.

Über die Autorin bzw. den Autor:

Biography of Kiyosi Itô

Kiyosi Itô was born on September 7, 1915, in Kuwana, Japan. After his undergraduate and doctoral studies at Tokyo University, he was associate professor at Nagoya University before joining the faculty of Kyoto University in 1952. He has remained there ever since and is now Professor Emeritus, but has also spent several years at each of Stanford, Aarhus and Cornell Universities and the University of Minnesota.

Itô's fundamental contributions to probability theory, especially the creation of stochastic differential and integral calculus and of excursion theory, form a cornerstone of this field. They have led to a profound understanding of the infinitesimal development of Markovian sample paths, and also of applied problems and phenomena associated with the planning, control and optimization of engineering and other random systems.
Professor Itô has been the inspirer and teacher of an entire generation of Japanese probabilists.

Biography of Henry McKean

Henry McKean was born on December 14, 1930, in Wenham, Massachusetts. He studied mathematics at Dartmouth College, Cambridge University, and Princeton University; he received his degree from the last in 1955. He has held professional positions at Kyoto University, MIT, Rockefeller University, Weizmann Institute, Balliol College, Oxford, and the Courant Institute of Mathematical Sciences (1969 to present).  His main interests are probability, Hamiltonian mechanics, complex function theory, and nonlinear partial differential equations.

Bibliografische Details

Titel: Diffusion Processes and their Sample Paths (...
Verlag: Springer
Erscheinungsdatum: 1974
Einband: hardcover
Zustand: Very Good
Auflage: 1st ed. 1965. Corr. 2nd printing.