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

Classics in Mathematics

Diffusion Processes and Their Sample Paths

Henry P. Jr. McKean, Kiyosi Itô

323 pages paperback

1 edition

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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