Difussion processes and their sample paths
Editorial SPRINGER VERLAG
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- Editorial SPRINGER VERLAG
- ISBN13 9783540606291
- ISBN10 3540606297
- Tipo Libro
- Páginas 321
- Colección Classics in mathematics
- Año de Edición 1996
- Idioma Inglés
- Encuadernación Rústica
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Matemáticas GeneralDifussion processes and their sample paths
Editorial SPRINGER VERLAG
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Detalles del libro
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 Ito and McKean.
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Matemáticas GeneralMás libros de Victor Moll, Henry McKean
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