Diffusion Processes and their Sample Paths (Classics in Mathematics)
Kiyosi Itô, Henry P. Jr. McKean,"Diffusion Processes and their Sample Paths"
Springer | February 22, 1996 | PDF | ISBN: 3540606297 | 322 pages | 7.1mb
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.