登入選單
返回Google圖書搜尋
Diffusion Processes and their Sample Paths
Kiyosi ItôHenry P. Jr. McKean
出版Springer Science & Business Media, 2012-12-06
主題Mathematics / Probability & Statistics / GeneralMathematics / Probability & Statistics / Stochastic Processes
ISBN36426202569783642620256
URLhttp://books.google.com.hk/books?id=cZprCQAAQBAJ&hl=&source=gbs_api
EBookSAMPLE
註釋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.