| 书目名称 | Diffusion Processes and their Sample Paths |
| 编辑 | Kiyosi Itô,Henry P. McKean |
| 视频video | http://file.papertrans.cn/280/279015/279015.mp4 |
| 丛书名称 | Classics in Mathematics |
| 图书封面 |  |
| 描述 | 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... |
| 出版日期 | Book 1996 |
| 关键词 | Bessel process; Brownian excursion; Brownian motion; Generator; Maß; diffusion process; ergodic theory; law |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-642-62025-6 |
| isbn_softcover | 978-3-540-60629-1 |
| isbn_ebook | 978-3-642-62025-6Series ISSN 1431-0821 Series E-ISSN 2512-5257 |
| issn_series | 1431-0821 |
| copyright | Springer-Verlag Berlin Heidelberg 1996 |