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Kiyosi Ito & Henry P. Jr. McKean
Diffusion Processes and their Sample Paths [PDF ebook]

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Couverture du Kiyosi Ito & Henry P. Jr. McKean: Diffusion Processes and their Sample Paths (PDF)

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 Ito and Mc Kean.

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Langue Anglais ● Format PDF ● ISBN 9783642620256 ● Maison d’édition Springer Berlin Heidelberg ● Publié 2012 ● Téléchargeable 3 fois ● Devise EUR ● ID 6329255 ● Protection contre la copie Adobe DRM

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