Diffusion Processes and Their Sample Paths by Kiyosi Itô, Henry P. Jr. McKean

Diffusion Processes and Their Sample Paths

Classics in Mathematics

Kiyosi Itô, Henry P. Jr. McKean

323 pages missing pub info (editions)

nonfiction mathematics informative medium-paced
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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 mathe...

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