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diffusion processes and their sample paths
Itô,Mckean (Author)
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diffusion processes and their sample paths - itô,mckean
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Synopsis "diffusion processes and their sample paths"
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.
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