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Diffusion Processes and their Sample Paths (Classics in Mathematics)
Diffusion Processes and their Sample Paths - Classics in Mathematics
Author: Kiyosi Itô, Henry P. Jr. McKean
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...  more »
ISBN-13: 9783540606291
ISBN-10: 3540606297
Publication Date: 2/22/1996
Pages: 322
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Publisher: Springer
Book Type: Paperback
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