Related Books

Diffusion Processes and their Sample Paths
Language: en
Pages: 341
Authors: Kiyosi Itô
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

GET EBOOK

Since its first publication in 1965 in the series Grundlehren der mathematischen Wissenschaften this book has had a profound and enduring influence on research
Multidimensional Diffusion Processes
Language: en
Pages: 338
Authors: Daniel W. Stroock
Categories: Mathematics
Type: BOOK - Published: 2007-02-03 - Publisher: Springer

GET EBOOK

From the reviews: "This book is an excellent presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional
Diffusion Processes and Their Sample Paths
Language: en
Pages: 352
Authors: Kiyosi Itō
Categories: Brownian motion processes
Type: BOOK - Published: 1965 - Publisher:

GET EBOOK

Diffusion Processes and their Sample Paths
Language: en
Pages: 323
Authors: Kiyosi Itô
Categories: Mathematics
Type: BOOK - Published: 1974-01-01 - Publisher: Springer

GET EBOOK

Since its first publication in 1965 in the series Grundlehren der mathematischen Wissenschaften this book has had a profound and enduring influence on research
Encyclopedic Dictionary of Mathematics
Language: en
Pages: 1180
Authors: Nihon Sūgakkai
Categories: Mathematics
Type: BOOK - Published: 1993 - Publisher: MIT Press

GET EBOOK

V.1. A.N. v.2. O.Z. Apendices and indexes.