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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.
Autorius: | Henry P. Jr. McKean, Kiyosi Itô, |
Serija: | Classics in Mathematics |
Leidėjas: | Springer Berlin Heidelberg |
Išleidimo metai: | 1996 |
Knygos puslapių skaičius: | 344 |
ISBN-10: | 3540606297 |
ISBN-13: | 9783540606291 |
Formatas: | 235 x 155 x 19 mm. Knyga minkštu viršeliu |
Kalba: | Anglų |
Parašykite atsiliepimą apie „Diffusion Processes and their Sample Paths“