02540nam0 22005773i 450 VAN0029593420250919022535.84N978364262025620250703r1996 |0itac50 baengDE|||| |||||i e bcrDiffusion Processes and their Sample PathsKiyosi Itô, Henry P. McKean jrReprint ofthe 1974 editionBerlinHeidelbergSpringer1996xviii, 326 p.ill.24 cm001VAN000448102001 Classics in mathematics210 Berlin [etc.]Springer01A75Collected or selected works; reprintings or translations of classics [MSC 2020]VANC021493MF60-XXProbability theory and stochastic processes [MSC 2020]VANC020428MF60G17Sample path properties [MSC 2020]VANC021483MF60J60Diffusion processes [MSC 2020]VANC021477MF60J65Brownian motion [MSC 2020]VANC020038MF60J70Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) [MSC 2020]VANC028399MFBessel processKW:KBrownian MotionKW:KBrownian excursionKW:KDiffusion ProcessesKW:KErgodic theoryKW:KGeneratorKW:KLaw of the iterated logarithmsKW:KLocal timeKW:KRandom WalksKW:KStochastic processesKW:KBerlinVANL000066DEHeidelbergVANL000282ItôKiyosiVANV044309344545McKeanHenry P.jr.VANV020281285124Springer <editore>VANV108073650McKean, HenryMcKean, Henry P. <jr.>VANV251925McKean, Henry P.McKean, Henry P. <jr.>VANV251926ITSOL20251024RICAhttps://doi.org/10.1007/978-3-642-62025-6E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN00295934BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08DLOAD e-Book 12069 08eMF12069 20250731 Diffusion processes and their sample paths958775UNICAMPANIA