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Item Details
| Title:
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DIFFUSION PROCESSES AND THEIR SAMPLE PATHS
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| By: |
Kiyosi Ito, Henry P. McKean |
| Format: |
Paperback |
| List price:
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£49.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
3540606297 |
| ISBN 13: |
9783540606291 |
| Publisher: |
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Pub. date: |
5 January, 1996 |
| Edition: |
Reprint of the 1974 ed |
| Series: |
Classics in Mathematics |
| Pages: |
323 |
| Description: |
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. |
| Synopsis: |
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 Ito and McKean. |
| Illustrations: |
XV, 323 p. |
| Publication: |
Germany |
| Imprint: |
Springer-Verlag Berlin and Heidelberg GmbH & Co. K |
| Returns: |
Returnable |
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