Diffusion Processes and their Sample Paths PDF Download

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Diffusion Processes and their Sample Paths

Diffusion Processes and their Sample Paths PDF Author: Kiyosi Itô
Publisher: Springer Science & Business Media
ISBN: 3642620256
Category : Mathematics
Languages : en
Pages : 341

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Book Description
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.