Diffusion processes and their sample paths
著者
書誌事項
Diffusion processes and their sample paths
(Die Grundlehren der mathematischen Wissenschaften, Bd. 125)
Springer-Verlag, 1974
2nd print., corr
- : gw
- : us
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注記
Includes bibliographical references (p. [306]-312) and index
内容説明・目次
内容説明
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 ItA and McKean.""
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