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Diffusion Processes and Their Sample Paths (Classics in Mathematics)

Diffusion Processes and Their Sample Paths (Classics in Mathematics) Cover

 

Synopses & Reviews

Publisher Comments:

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.

Synopsis:

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.

About the Author

"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)

Table of Contents

The standard Brownian motion. Brownian local times. The general 1-dimensional diffusion. Generators. Time changes and killing. Local and inverse local times. Browinian motion in several dimensions. A general view of diffusion in several dimentions. Bibliography. List of notations. Index

Product Details

ISBN:
9783540606291
Author:
Ito, K.
Author:
Ito, Kiyoshi
Author:
Ito, Kiyosi
Author:
It?, Kiyosi
Author:
It, Kiyosi
Author:
Henry P. Jr. McKean
Author:
McKean, Henry P.
Publisher:
Springer
Location:
Berlin, Heidelberg
Subject:
Probability
Subject:
Diffusion
Subject:
Brownian movements
Subject:
Brownian motion processes
Subject:
Diffusion processes.
Subject:
Probability & Statistics - General
Subject:
Probability Theory and Stochastic Processes
Subject:
Statistics
Subject:
Mathematics | Probability and Statistics
Subject:
Mathematics
Subject:
The Arts
Subject:
mathematics and statistics
Subject:
Distribution (Probability theory)
Copyright:
Edition Description:
Reprint of the 1st ed. Berlin Heidelberg New York 1974.
Series:
Classics in Mathematics
Publication Date:
19960222
Binding:
TRADE PAPER
Language:
English
Illustrations:
Yes
Pages:
338
Dimensions:
235 x 155 mm 1080 gr

Related Subjects


Science and Mathematics » Chemistry » Biochemistry
Science and Mathematics » Mathematics » Applied
Science and Mathematics » Mathematics » Geometry » General
Science and Mathematics » Mathematics » Geometry » Geometry and Trigonometry
Science and Mathematics » Mathematics » Probability and Statistics » General
Science and Mathematics » Mathematics » Probability and Statistics » Statistics
Science and Mathematics » Mathematics » Topology

Diffusion Processes and Their Sample Paths (Classics in Mathematics)
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Product details 338 pages Springer-Verlag - English 9783540606291 Reviews:
"Synopsis" by , 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.
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