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Diffusion processes and their sample paths / by Kiyosi Itō and Henry P. McKean, Jr.
Math/Physics/Astronomy Library QA273 .I78
Available
- Format:
- Book
- Author/Creator:
- Itō, Kiyosi, 1915-2008.
- McKean, Henry P. (Henry Pratt), 1930- author.
- Series:
- Grundlehren der mathematischen Wissenschaften in Einzeldarstellungen mit besonderer Berücksichtigung der Anwendungsgebiete ; Bd. 125.
- Die Grundlehren der mathematischen Wissenschaften in Einzeldarstellungen, mit besonderer Berücksichtigung der Anwendungsgebiete ; Bd. 125.
- Language:
- English
- Subjects (All):
- Diffusion processes.
- Brownian motion processes.
- Physical Description:
- 321 pages : illustrations ; 24 cm.
- Place of Publication:
- Berlin ; New York : Springer-Verlag, 1965.
- Notes:
- Bibliography: pages [306]-312.
- OCLC:
- 527230
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