Classics in Mathematics

Itô, Kiyosi; McKean, Henry P. Jr.

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.

Details

Published by: Springer

Publication Date: 1996-01-05

Format: Paperback

ISBN-13: 9783540606291

DOI: 10.1007/978-3-642-62025-6

Dimensions: 235cm x155cm

Pages: 323