Diffusion Processes and their Sample Paths

Name: Diffusion Processes and their Sample Paths
Brand: Springer Nature
SKU: 9783540606291
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Springer Nature

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9783540606291

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Product 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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