Diffusion processes and their sample paths

Autori

• Kiyoshi Ito

Parametri

• Matematica

Maggiori informazioni sul libro

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 Itô and McKean .

Lingua: Tedesco

Pubblicato: 1996