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Editorial Reviews
Review
"The systematic character of the exposision, which makes from the widely ramified subject matter of the extensive literature a clear, masterly arranged whole, is a particularly valuable feature of this monograph." (Publicationes Mathematicae)
Product Description
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.
See all Editorial Reviews
"The systematic character of the exposision, which makes from the widely ramified subject matter of the extensive literature a clear, masterly arranged whole, is a particularly valuable feature of this monograph." (Publicationes Mathematicae)
Product Description
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.
See all Editorial Reviews
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Inside This Book Citations: 73 books that cite this book Explore: Citations | Concordance | Text Stats Browse Sample Pages: Front Cover | Copyright | Table of Contents | Excerpt | Index | Back Cover | Surprise Me! |
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Inside This Book
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First Sentence:
Consider a person walking in the integers according to the following rule: start at time n = 0 at s(0) = 0, 1, 2, . . . and flip a true coin; if tails comes up, step at time n = 1 to s(1) = s(0) - 1; if heads comes up, step to s (1) = s(0) + 1. Read the first page New!
Concordance | Text Stats Browse Sample Pages:
Front Cover | Copyright | Table of Contents | Excerpt | Index |
Consider a person walking in the integers according to the following rule: start at time n = 0 at s(0) = 0, 1, 2, . . . and flip a true coin; if tails comes up, step at time n = 1 to s(1) = s(0) - 1; if heads comes up, step to s (1) = s(0) + 1. Read the first page New!
Concordance | Text Stats Browse Sample Pages:
Front Cover | Copyright | Table of Contents | Excerpt | Index |