Diffusion processes and their sample paths

Description:

U4 = Reihentext + Werbetext für dieses Buch Werbetext: 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.

subjects: Diffusion processes,  Brownian motion processes,  Diffusion,  Brownian movements,  Mathematics,  Distribution (Probability theory),  Probability Theory and Stochastic Processes,  Processus stochastiques,  Stochastic processes,  Diffusionsprozess