Item description for Diffusion Processes and their Sample Paths (Classics in Mathematics) by Kiyosi Itô...
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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Est. Packaging Dimensions: Length: 9.21" Width: 6.22" Height: 0.87" Weight: 1.23 lbs.
Release Date Feb 22, 1996
ISBN 3540606297 ISBN13 9783540606291
Availability 91 units. Availability accurate as of Mar 23, 2017 12:26.
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