Diffusion processes and their sample paths / Kiyosi Ito, H. P. McKean

Auteur principal : Itō, Kiyoshi, 1915-2008, AuteurCo-auteur : McKean, Henry P., 1930-, AuteurType de document : MonographieCollection : Grundlehren der mathematischen wissenschaften, 125Langue : anglais.Pays: Allemagne.Éditeur : Berlin : Springer-Verlag, 1974Description : 1 vol. (XIV-321 p.) : ill. ; 24 cmISBN: 3540033025.ISSN: 0072-7830.Bibliographie : Bibliogr. p. [306]-312. Index.Sujet MSC : 60G17, Probability theory and stochastic processes, Sample path properties
60J60, Probability theory and stochastic processes - Markov processes, Diffusion processes
60J65, Probability theory and stochastic processes - Markov processes, Brownian motion
60J70, Probability theory and stochastic processes - Markov processes, Applications of Brownian motions and diffusion theory
01A75, History of mathematics and mathematicians, Collected or selected works; reprintings or translations of classicsEn-ligne : Springerlink
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Salle 1 		60 ITO (Browse shelf(Opens below)) Available 04902-02

Bibliogr. p. [306]-312. Index

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