Diffusion Processes and their Sample Paths

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Diffusion Processes and their Sample Paths

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2026-08-08 2026-08-15

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कीमतें और उपलब्धता बदल सकती हैं। अंतिम अपडेट: 08.08.2026 11:46.

EAN 9783540606291

Springer Nature

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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.