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Diffusion Processes and Their Sample Paths

Diffusion Processes and Their Sample Paths

Paperback

Series: Classics in Mathematics

Probability & Statistics

ISBN10: 3540606297
ISBN13: 9783540606291
Publisher: Springer Nature
Published: Jan 5 1996
Pages: 323
Weight: 1.27
Height: 0.82 Width: 6.08 Depth: 9.18
Language: English
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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Probability & Statistics