Diffusion processes and their sample paths
Author(s)
Bibliographic Information
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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Note
Includes bibliographical references (p. [306]-312) and index
Description and Table of Contents
Description
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.""
by "Nielsen BookData"