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Book synopsis

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 McKean.

Book details

Book category Books in English Mathematics & science Mathematics Applied mathematics

• Full title: Diffusion Processes and their Sample Paths
• Author: Kiyosi Ito, Henry P. McKean
• Language: English
• Binding: Paperback
• Number of pages: 323
• EAN: 9783540606291
• ISBN: 3540606297
• ID: 01566056
• Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
• Weight: 1080 g
• Dimensions: 235 × 155 × 19 mm
• Date of publishing: 05. January 1996

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