Author: ITÔ, KIYOSI
Title: Diffusion Processes and Their Sample Paths: Reprint of the 1974 Edition (Classics in Mathematics)
Description: dirty cream, Springer. 1996. (ISBN: 9783540606291). Paperback, 2.1 x 15.2 x 23 cm. Condition, clean inside, boards clean, dust jacket has marks. 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 Itô and McKean. "The systematic character of the exposision, which makes from the widely ramified subject matter of the extensive literature a clear, masterly arranged whole, is a particularly valuable feature of this monograph." (Publicationes Mathematicae). Used: Acceptable.

Keywords: 9783540606291


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