Name: diffusion processes and their sample paths
SKU: 3368400
Price: 57.61 EUR
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Author: itô,mckean

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portada diffusion processes and their sample paths

diffusion processes and their sample paths

Type

Physical Book

Publisher

Springer

Author

itô,mckean

Language

English

Pages

322

ISBN

3540606297

ISBN13

9783540606291

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.