Normal view MARC view ISBD view

Itō, Kiyosi, 1915-2008,

Diffusion processes and their sample paths / Kiyosi Itô, H. P. McKean, Jr. - Second printing, corrected. - xiv, 321 pages : illustrations ; 24 cm. - Classics in mathematics .

"Reprint of the 1974 [i.e. second printing, corrected, 1974] edition." "Originally published as vol. 125 of the Grundlehren der mathematischen Wissenschaften"--T.p. verso.

Includes bibliographical references and index.

ISBN: 3540606297 (soft : alk. paper) 9783540606291

Subjects--Topical Terms:
Diffusion processes.
Brownian motion processes.

Subjects--Index Terms:

Index Terms--Genre/Form: --Reading book

Dewey Class. No.: 519.233 / ITŌ