Diffusion Processes and Their Sample Paths
Ito, Kiyosi; McKean, Henry P.
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Description for Diffusion Processes and Their Sample Paths
Paperback. Im Jahre 1920 begann Springer-Verlag mit der Veroffentlichung von Buchern in der hoheren Mathematik. Damals wurde die Reihe Grundlehren der Mathematischen Wissenschaften - ursprunglich konzipiert als eine Lehrbuchreihe auf fortgeschrittenem Niveau - von Richard Courant gegrundet. Series: Classics in Mathematics. Num Pages: 323 pages, biography. BIC Classification: PBWL. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 234 x 156 x 18. Weight in Grams: 1080.
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.
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.
Product Details
Format
Paperback
Publication date
1996
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
323
Condition
New
Series
Classics in Mathematics
Number of Pages
323
Place of Publication
Berlin, Germany
ISBN
9783540606291
SKU
V9783540606291
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Ito, Kiyosi; McKean, Henry P.
Biography of Kiyosi Itô Kiyosi Itô was born on September 7, 1915, in Kuwana, Japan. After his undergraduate and doctoral studies at Tokyo University, he was associate professor at Nagoya University before joining the faculty of Kyoto University in 1952. He has remained there ever since and is now Professor Emeritus, but has also spent several years at ... Read more
Reviews for Diffusion Processes and Their Sample Paths
"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)