Diffusion Processes and their Sample Paths - Brossura

Itô, Kiyosi; McKean, Henry P. Jr.

 
9783642620263: Diffusion Processes and their Sample Paths
Brossura
ISBN 10: 3642620264 ISBN 13: 9783642620263
Casa editrice: Springer, 2014

Sinossi

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.

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Editore
Springer
Data di pubblicazione
2014
Lingua
Inglese
ISBN 10 
3642620264
ISBN 13 
9783642620263
Rilegatura
Copertina flessibile
Numero di pagine
344
Contatto del produttore
Elevation
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Altre edizioni note dello stesso titolo

9783540606291: Diffusion Processes and their Sample Paths: Reprint Of The 1974 Edition

Edizione in evidenza

ISBN 10:  3540606297 ISBN 13:  9783540606291
Casa editrice: Springer, 2013
Brossura