Diffusion processes and their sample paths

Author(s)

• 伊藤, 清 イトウ, キヨシ
• McKean, Henry P.

Bibliographic Information

Diffusion processes and their sample paths

K. Itô, H.P. McKean, Jr

（Die Grundlehren der mathematischen Wissenschaften, Bd. 125）

Springer-Verlag, 1974

2nd print., corr

• : gw
• : us

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"

Details

• NCID: BA00031755
• ISBN:
  • 3540033025
  • 0387033025
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Berlin
• Pages/Volumes: xiv, 321 p.
• Size: 24 cm
• Classification:
  • NDC8 : 417.1
• Parent Bibliography ID:
  • BA00007422