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Diffusion Processes and their Sample Paths

Language EnglishEnglish
Book Paperback
Book Diffusion Processes and their Sample Paths Kiyosi Ito
Libristo code: 01566056
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, January 1996
This book has had a profound and enduring influence on research into the stochastic processes associ... Full description
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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 Ito and McKean.

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About the book

Full name Diffusion Processes and their Sample Paths
Author Kiyosi Ito, Henry P. McKean
Language English
Binding Book - Paperback
Date of issue 1996
Number of pages 323
EAN 9783540606291
ISBN 3540606297
Libristo code 01566056
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Weight 1080
Dimensions 155 x 235 x 19

Categories

Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Probability & statistics
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