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Diffusion Processes and their Sample Paths (Classics in Mathematics)

Home > Mathematics Books > Brownian Motion Books > Item 3

	Diffusion Processes and their Sample Paths (Classics in Mathematics)
	by Kiyosi Itô and Henry P. Jr. McKean Sales Rank: 335182	List Price: ~~$49.95~~ $40.42 At Amazon on 12-5-2008

Paperback: 322 pages Publisher: Springer February 22, 1996 Language: English ISBN-10: 3540606297 ISBN-13: 978-3540606291 Product Dimensions: 9.2 x 6.2 x 0.9 inches Shipping Weight: 1.2 pounds *Product 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.
Diffusion Processes and their Sample Paths (Classics in Mathematics) Available from Amazon Price: $40.42 Updated on 12-5-2008

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