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Diffusion Processes and Their Sample Paths (1965 edition)

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Diffusion Processes and Their Sample Paths - Ito, Kiyosi, and McKean, Henry P Jr, and Ita, Kiyosi
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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