Diffusion processes and their sample paths / Kiyosi Ito, Henry 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.Mention d'édition: Reprint of the 1974 ed.Éditeur : Berlin : Springer, 1996Description : 1 vol. (321 p.) : ill. ; 24 cmISBN: 3540606297.ISSN: 0072-7830.Bibliographie : Notes bibliogr. 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 - ed. 1974 Item type: Monographie
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Notes bibliogr. Bibliogr. p. [306]-312. Index

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