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Diffusion processes and their sample paths

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Diffusion Processes and Their Sample Paths - Itô, Kiyosi, and McKean, Henry P Jr
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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 ...

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Diffusion Processes and Their Sample Paths 1996, Springer, Berlin, Heidelberg

ISBN-13: 9783540606291

1996 edition

Trade paperback

Diffusion Processes and Their Sample Paths 1996, Springer

ISBN-13: 9783540033028

1965 edition

Hardcover