| Titre : | Diffusion processes and their sample paths |
| Auteurs : | Kiyosi Ito ; H. P. Mc Kean |
| Type de document : | texte imprimé |
| Mention d'édition : | 2e éd |
| Editeur : | Berlin : Springer-Verlag, 1996 |
| Collection : | Classics in mathematics |
| ISBN/ISSN/EAN : | 978-3-540-60629-1 |
| Format : | 1 vol. (XIV-321 p.) / 24 cm |
| Langues originales: | |
| Index. décimale : | 519.2 (Probabilités) |
| Catégories : | |
| Mots-clés: | Mouvement Brownien Processus stochastique |
| Résumé : |
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 Ito and McKean. |
| Note de contenu : |
Sommaire : Ch. 1. The standard Brownian motion. Ch. 2. Brownian local times. Ch. 3. The general 1-dimensional diffusion. Ch. 4. Generators. Ch. 5. Time changes and killing. Ch. 6. Local and inverse local times. Ch. 7. Brownian motion in several dimensions. Ch. 8. A general view of diffusion in several dimensions. |
| Côte titre : |
S8/58365-58366 |
Exemplaires (2)
| Cote | Support | Localisation | Disponibilité |
|---|---|---|---|
| S8/58365 | Livre | Bibliothèque centrale | Disponible |
| S8/58366 | Livre | Bibliothèque centrale | Disponible |
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