Diffusion Processes and their Sample Paths

By: Kiyosi ItÃ´, Henry P. Jr. McKean

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Paperback | 12 March 2014

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23.4 x 15.6 x 1.82

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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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