Author : Kiyosi Itô
Publisher : Springer Science & Business Media
Page : 341 pages
File Size : 15,66 MB
Release : 2012-12-06
Category : Mathematics
ISBN : 3642620256
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.