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.
| ISBN: | 9783540606291 |
| Publication date: | 5th January 1996 |
| Author: | Kiyosi Itô, Henry P Jr McKean |
| Publisher: | Springer an imprint of Springer Berlin Heidelberg |
| Format: | Paperback |
| Pagination: | 323 pages |
| Series: | Classics in Mathematics |
| Genres: |
Probability and statistics Stochastics |