Descripción
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 ItA and McKean.""
Detalles del libro
Formato
Tapa dura
Páginas
322 páginas
Idioma
Inglés
Publicado
ene. 5, 1996
Editorial
Springer
Ediciones
2 ediciones
ISBN-10
3540033025
ISBN-13
9783540033028