Diffusion processes and their sample paths / Kiyosi Ito, H. P. McKean
Type 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 -- Stochastic processes, Sample path properties60J60, Probability theory and stochastic processes -- Markov processes, Diffusion processes
60J65, Probability theory and stochastic processes -- Markov processes, Brownian motion
01A75, History and biography -- History of mathematics and mathematicians, Collected or selected works; reprintings or translations of classics
60J70, Probability theory and stochastic processes -- Markov processes, Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)En-ligne : Springerlink
| Current location | Call number | Status | Date due | Barcode |
|---|---|---|---|---|
| CMI Salle R | 60 ITO (Browse shelf) | Available | 04902-01 | |
| CMI Salle R | 60 ITO (Browse shelf) | Available | 04902-02 |
Bibliogr. p. [306]-312. Index
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