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 It? and McKean
.| Author: Kiyosi It? |
| Publisher: Springer |
| Publication Date: Jan 05, 1996 |
| Number of Pages: 323 pages |
| Binding: Paperback or Softback |
| ISBN-10: 3540606297 |
| ISBN-13: 9783540606291 |
