Diffusion Processes and Their Sample Paths (Classics in Mathematics)
Current price:
$59.99
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Publication Date: January 5th, 1996
Publisher:
Springer
ISBN:
9783540606291
Pages:
323
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Description
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 It and McKean.
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