Diffusion Processes and their Sample Paths
Download or Read eBook Diffusion Processes and their Sample Paths PDF written by Kiyosi Itô and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 341 pages. Available in PDF, EPUB and Kindle.
| Author | : Kiyosi Itô |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 341 |
| Release | : 2012-12-06 |
| ISBN-10 | : 9783642620256 |
| ISBN-13 | : 3642620256 |
| Rating | : 4/5 (56 Downloads) |
Book Synopsis Diffusion Processes and their Sample Paths by : Kiyosi Itô
Book excerpt: 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.
