Описание
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.""
Детали книги
Формат
Твердый переплет
Страницы
322 страниц
Язык
Английский
Опубликовано
янв 5, 1996
Издатель
Springer
Издания
Изданий: 2
ISBN-10
3540033025
ISBN-13
9783540033028