Ebook > Sciences > Math > Kiyosi Ito & Henry P. Jr. McKean: Diffusion Processes and their Sample Paths (PDF)

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

Support

Cover of 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.

€63.38

Buy this ebook and get 1 more FREE!

Language English ● Format PDF ● ISBN 9783642620256 ● Publisher Springer Berlin Heidelberg ● Published 2012 ● Downloadable 3 times ● Currency EUR ● ID 6329255 ● Copy protection Adobe DRM

Requires a DRM capable ebook reader

More ebooks from the same author(s) / Editor

Kiyosi Ito Henry P. Jr. McKean

48,151 Ebooks in this category

Cover of Mevin B. Hooten & Devin S. (Marine Mammal Laboratory, Alaska Fisheries Science Center, NOAA Fisheries, USA) Johnson: Animal Movement

Mevin B. Hooten & Devin S. (Marine Mammal Laboratory, Alaska Fisheries Science Center, NOAA Fisheries, USA) Johnson: Animal Movement

The study of animal movement has always been a key element in ecological science, because it is inherently linked to critical processes that scale from individuals to populations and communities to e …

Cover of Vladimir (Ohio University) Vinogradov: Refined Large Deviation Limit Theorems

Vladimir (Ohio University) Vinogradov: Refined Large Deviation Limit Theorems

This is a developing area of modern probability theory, which has applications in many areas. This volume is devoted to the systematic study of results on large deviations in situations where …

Cover of Paul-Jean (UniversitE d¿Aix-Marseille III, Marseille, France) Cahen & Marco (Terza Universita degli Studi di Roma, Italy) Fontana: Commutative Ring Theory

Paul-Jean (UniversitE d¿Aix-Marseille III, Marseille, France) Cahen & Marco (Terza Universita degli Studi di Roma, Italy) Fontana: Commutative Ring Theory

Presents the proceedings of the Second International Conference on Commutative Ring Theory in Fes, Morocco. The text details developments in commutative algebra, highlighting the theory of rings and …

Cover of Olga Oleinik & I.G. Petrovskii: I.G.Petrovskii:Selected Wrks P

Olga Oleinik & I.G. Petrovskii: I.G.Petrovskii:Selected Wrks P

This book contains the major works of Ivan Georgievich Petrowsky on systems of partial differential equations and algebraic geometry. The articles are of crucial importance for the topology of real …

Cover of Oliver Linton: Number

Oliver Linton: Number

What are numbers? Where do they come from? Are there different kings of number? Why was Pythagoras fascinated by triangular and square numbers? Is there a link between perfect numbers and primes? In …

Cover of Narenda (Auburn University, Alabama, USA) Govil & Ram N. (University of Central Florida, Orlando, USA) Mohapatra: Approximation Theory

Narenda (Auburn University, Alabama, USA) Govil & Ram N. (University of Central Florida, Orlando, USA) Mohapatra: Approximation Theory

‘Contains the contributions of 45 internationally distinguished mathematicians covering all areas of approximation theory-written in honor of the pioneering work of Arun K. Varma to the fields of …

Cover of Ana (University of Exeter, UK) Rodrigues: One-Dimensional Dynamical Systems

Ana (University of Exeter, UK) Rodrigues: One-Dimensional Dynamical Systems

For almost every phenomenon in physics, chemistry, biology, medicine, economics, and other sciences, one can make a mathematical model that can be regarded as a dynamical system. One-Dimensional Dyna …

Cover of M.N. Popa & V.V. Pricop: The Center and Focus Problem

M.N. Popa & V.V. Pricop: The Center and Focus Problem

The Center and Focus Problem: Algebraic Solutions and Hypotheses , M. N. Popa and V.V. Pricop, ISBN: 978-1-032-01725-9 (Hardback) This book focuses on an old problem of the qualitative theory of …

Cover of Gerhard X. Ritter & Gonzalo Urcid: Introduction to Lattice Algebra

Gerhard X. Ritter & Gonzalo Urcid: Introduction to Lattice Algebra

Lattice theory extends into virtually every branch of mathematics, ranging from measure theory and convex geometry to probability theory and topology. A more recent development has been the rapid esc …

Cover of Dan G. (University of Karlsruhe, Germany) Cacuci: Sensitivity & Uncertainty Analysis, Volume 1

Dan G. (University of Karlsruhe, Germany) Cacuci: Sensitivity & Uncertainty Analysis, Volume 1

As computer-assisted modeling and analysis of physical processes have continued to grow and diversify, sensitivity and uncertainty analyses have become indispensable investigative scientific tools in …