Format:
1 Online-Ressource (XV, 323 p)
ISBN:
9783642620256
,
9783540606291
Series Statement:
Grundlehren der mathematischen Wissenschaften 125
Note:
U4 = Reihentext + Werbetext für dieses Buch Werbetext: 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
Language:
English
Keywords:
Diffusion
;
Mathematik
;
Theorie
;
Brownsche Bewegung
;
Diffusionsprozess
;
Brownsche Bewegung
;
Theorie
;
Diffusionsprozess
;
Stochastik
;
Differentialoperator
;
Stochastischer Prozess
DOI:
10.1007/978-3-642-62025-6
Author information:
McKean, Henry P. 1930-2024
Author information:
Itō, Kiyoshi 1915-2008
